updating the display of posts

I’m embedding the vimeo videos to my blog. I’m doing this using the standard procedure add a new post and pasting the code provided from vimeo. The video is working but first I have to click on one page and then it takes me to this video. I was wondering if there is any other way to do this.

I also want to create archives of all the videos and put up a link for it. How can I do this. any suggestion would be appreciated.