They are made to be played by video players, such as Quicktime and Real Player. But Quicktime prefers .MOV files. And Windows Media Player prefers .WMV and .AVI files. The problem is, not all players on people's computers can run all the different file formats. The result is that many of your visitors well steam up and leave.
ALL media players can run it.
Another solution is to give your viewers a choice of two formats to play. Not having a compression choice for your audience. Not everyone has a fast modem or is capable of getting broadband access in their area. If your video online exists as a large file with a low compression rate, those with slower modems won't be able to view it without irritation. Slower modems such as 28.8K and 56K need smaller file sizes with higher compression rates.