embed video problem

Hello,
This is regarding WORDPRESS.com site.
i know wordpress.com and wordpress.org are different.
but i am posting this here to get solution.

i am trying to embed video from external into my WORDPRESS Post.
In that , i am using below URL:
http://qa.alliancetek.com/demoiqmedia/embed.aspx
so when i click on “embed” it will show that video.
but while i click on “Publish Video” it will not show video over there but only above URL.

Is there anything that i am missing to embed video?

Thanks,
Sagar