The video in your link is an animated GIF. The size of the file is about 1.6MB, which makes it too large to post in a thread using the "ATS uploads"
feature.
If you were going to embed the video into a thread, you would have to convert the animated GIF to a video format that YouTube accepts, upload the
video to YouTube, then embed it here.
In summary, posting the link like you have is the best way to refer to a large(r) sized animated GIF unless you want to put more time into it.
Hope this helps.
Edit: Alternatively, you can search on YouTube to see if the video is already there:
edit on 9-1-2013 by InTheFlesh1980 because: YouTube link