There are two ways, one way will "embed" the video, so it plays without going back to YouTube site and playing it from there. That is useful for all the slackers here who sit at their office behind a firewall and post on C-D, that get blocked if they try to go to YouTube. It appears on screen as a full graphic as a still from the video. I don't know how to do that, but it's obviously what you did.
What I do is just copy/paste the YouTube url from the navigation bar into the text entry box, and you'll just see this:
Howard Storm - Unsolved Mysteries - YouTube
Which is what I prefer, because us common stiffs with only 2Gb hard drives and only 10Mbs internet download speeds don't have to wait for a whole page of 100 of those screen shots to unfold one at a time while we wait and wait.
Maybe everybody does the same thing, but I am too stunned to have set my options to embed videos, so all I I get is a hotlink back to YouTube. I don't know.