I am looking for JS that I can’t find here you have perhaps a jpg screen shot that looks like a video but when clicked it open the video in a popup window with an “X” in the right corner to close it.
In addition to what John says, you might want to look at a library like Colorbox. To see Colorbox in action, visit this page, then click on the “Flash / Video (Iframe/Direct Link To YouTube)” link.
If your video isn’t hosted on YouTube or Vimeo, it wouldn’t be hard to modify the script to point to a resource on your own server.