Is the site in question the one linked to in your profile?
I’m away at my holiday home this weekend, it’s in the heart of the Donegal mountains and internet is really slow. I’ve been trying to load your homepage for about 5 minutes now, everything is loaded but it’s still pulling down the header area, which I assume is your video?
How big is the video file? This might be the root of your issues.
EDIT: OK, got the video. It’s 16mg. Far to big. You need to get that down massively, by about 70% I’d say. I’ve used videos in headers up to 8mg before, and these caused issues, even on fast connections. I’d try to aim for 5mg max. Reduce the dimension size and have the browser scale it up. Cover up the lower quality by blurring the whole thing, or some other visual trick.
The video seems to part of a header area made with Impact? So I’m assuming there are other elements to the complete header?
The other thing to bear in mind is that videos won’t play on most mobile devices, so depending on your target audience you might find that most can’t see it anyway. A great workaround for this is to select a dozen or so frames and convert to an animated gif? You’ll get the moving image effect you want across almost all devices then.
Bottom line: Videos look great, but generally cause more problems than they’re worth.