I just tried an experiment in Chrome of replace the <img> element in your slider with a YouTube embedded video, and it worked perfectly.
Here was the image code:
and I just replaced it with embed code from YouTube:
<img width="406" height="226" src="http://www.yourvancouvermortgagebroker.ca/wp-content/uploads/2010/12/Vancouver-Mortgage-Broker-406x226.jpg" class="thumb wp-post-image" alt="Vancouver Mortgage Broker Photos" title="Vancouver Mortgage Broker Photos">
The only change I made to the code was the dimensions of the video, to match those of the image it replaced.
<iframe width="406" height="226" src="http://www.youtube.com/embed/EbKa-Qs1dVc?rel=0" frameborder="0" allowfullscreen></iframe>
I'm not sure how you insert this via WP, but hopefully you can just place the embed code where you would place the image. (If it's a big problem, just get a better CMS. )
You can grad the embed code for videos on YouTube by clicking the Share button under a vid and then Embed.