Just make a call using the Flash player to a PHP script which tells it which domain it's on along with some other details that pertain to your server. It's not 100% secure but it's sufficient! Considering there are a million and one details you could use to check it's your server. Make the call relative to the current domain though, and also die gracefully if the response is a 404.

Furthermore, consider creating a little promotional video that you could play instead of the actual video if the video resides on a site other than yours. If they're silly enough not to check the video after they've embedded, you've got yourself some free advertising!

You don't even need to place the videos on a sub-domain for this little trick to work if you don't want to.

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The man who comes back through the Door in the Wall will never be quite the same as the man who went out.