You entered the code wrong. You need to enter a url for the thumb image. And a url for the video. You just have the video for both. Look at the example code again. Look were it says image and look were it says video. Make your thumbnails the same size as in the code. The code example is for placing two videos in the user module. Just replace the image url with your image url. And the video url with your video url.
To test to see if your Media Box is working just make a new custom html module and place the example code in it. Dont change the code leave it as is, this is to see if you are having any problems with the MB if it works we know its not the MB. If it works only replace what I told you to replace in the code.
Make sure you turn off your wysiwyg editor before placing the code. Let me know if the example code works on your site without any problem.