MP4 Upload -> blocked

Hello,

I tried to upload a mp4 video to my library and received an error message saying: “Maritime Video 3.mp4 Sorry, this file type is not permitted for security reasons.”

This also happens with other formats e.g. flv and webm.

Is it a kind of security setting in WP?

Additionally: When embedding a wmv in a post it is only running when I allow silverlight:
[video width="854" height="480" wmv="https://localhost:4001/wp/wp-content/uploads/2015/05/Maritime-Video-3.wmv"][/video]

If the same wmv is used in LayerSlider its not working at all:

<video width=”320″ height=”240″ preload=”metadata” controls>
<source src=”/wp/wp-content/uploads/2015/05/Maritime-Video-3.wmv” type=”video/x-ms-wmv”>
</video>

Many many thanks