Upload video troubles

I’m transitioning from a wordpress.com account to www.ads-software.com.

I’m having trouble linking videos though.

On my old site; sdrury.wordpress.com when I embed a video in my text I get a screen capture of the video. In this example it’s from YouTube.
https://sdrury.wordpress.com/2009/08/17/77/

But on my new blog I can’t get the screen capture, I can only write a description, the same video from the same source.
https://shawndrury.com/?p=569

Please help!