It should work. If your file is mymovie.mov then it sould be something like:
http://www.something.com/mymovie.mov Or you can just insert the video in a blank HTML page and save it in a directory just for the movie on your server. Name that HTML page index. Nouw upload that in your directory you created just for the movie. If the directory is /horror_clip/ then it will be something like:
http://www.something.com/horror_clip/