Is there any way of posting a video without using youtube, or any other video posting site?
There are all kinds of ways. Most of them will not give you a thumbnail view, but people can always just click the link.
The two methods that spring to mind are: getting your own web space, and putting it in Dropbox or similar “online storage”.
The Dropbox method carries the probability that you will end up deleting the video eventually… so, your link will go dead. If you don’t really mind (you just want it around for a month or whatever) this is a pretty good way to go. Sucks for forum posterity, though. 
Thanks! I will probably go with youtube.