how do i upload videos?

[420]

i set upload options to accept
.mpeg,.mpg,.avi,.asf,.wmv,.mov
250000k

but when i upload an mpg file, i get this error
The file you uploaded was not an acceptable format.: 02.mpg

[420]

okay, i found the setting= and can now upload, but...

is this safe?
http://www.flip4mac.com/wmv_download.htm

i uploaded an mpg file i found online and when trying to view it, said i need this plugin

[Chuck S]

You have a link to that file?