Followed the (very simple) instructions exactly. Page displays the video thumbnails that I inserted. However, when I click on one of the videos, it just leads me to a different page that does not exist (gives me the 404 error page). WordPress plugin site doesn't seem to offer any way to fix this, nor does it illustrate what it actually is supposed to look like when a video is clicked (from what I can tell).
Any help here would be greatly appreciated.