Embedding videos only works in forums that are explicitly configured to allow this.
On DU, these videos have to be posted in the Political Videos forum. From the forum sticky:
2. HOW TO POST IN THIS FORUM
After you click the "Post" icon at the top of the page, you will be asked to submit the URL of your video. Go to the YouTube page which contains the video you want to post. In the box to the right of the video, just beneath the "Tags" section, you will see a textbox marked "URL." Copy the entire URL from that box, and paste it into the Video URL box on our Post page. YouTube URLs look like this:
http://www.youtube.com/watch?v=1CfvWdiAaRM http://www.democraticunderground.com/discuss/duboard.php?az=view_all&address=385x9