Many people are experiencing similar and this is due to the new ACL system in J1.6.
The new ACL allows setting for every user level and that includes filters that strip out any code you may try and put in a custom html module. This will even occur if you select “No Editor” in the Joomla back end until you switch off the filter for the Admin user and Super users.
To do this click on the article manager button in the joomla control panel. Then in the top right of the screen you will see the options button (looks like a light switch). Click on that then in the box that pops up click on the “text filters” tab. For the Administrator and the Super Users group use the dropdowns to select “No Filtering”. Save and close your settings then you should be able to follow the other guide to change videos.