Adding Vimeo Videos in 2.5.1

Hi,
Trying to figure out how to embed a Vimeo video into my web site. I have done this in the past (WP 2.3, WP 2.1, etc.)

I have tried using the tools within the posting area but the video never shows up. Do I need to use something like Vipers Video Tags or will the tools in 2.5.1 do the trick?

Can someone who has had success embedding Vimeo vids tell me step-by-step how they do it?

Thanks!