HTML5 Video Works In Live and Preview But Not on My Website

Question

I feel totally ripped off by Adobe, again, I talked to a sales representative who told me that if I bought CS6 I would be able to easily install html5 video because the new version had an insert function that did most of the coding for you and gave you a properties view to select alt source...  Now, I find out that is only available in the Cloud version.  What a bunch of ....  
Anyway, I can't get my video to play in IE, but it works fine in FireFox.  I am using Windows so don't know about Safari.  The live view and the preview in browser video works just fine but when I upload it to my site the webpage with the video has a space where the video is with dotted lines around it, but it is empty.  The control panel flashes for a second but disappears.  The video file is there in three versions.  I check the MP4 version and it works fine, as I said it works in the preview IE browser.
Any ideas?  Very frustrated, I figure if I had the properties view or could have inserted the file via HTML5 video command it would probably work. 
Here is my code: 
<video id="0" preload="metadata" controls width="640" height="460">
        <source src="FunWithMyFriend.ogv" type='video/ogg; codecs=&quot;theora, vorbis&quot;'/>
        <source src="FunWithMyFriend.webm" type='video/webm' />
        <source src="FunWithMyFriend.mp4" type='video/mp4' />
        <p>Video is not visible, most likely your browser does not support HTML5 video</p>
      </video>

Answer 1

Thanks Nancy, you're sure right about the user - I am a newbie and quite ignorant yet.  I am a Linux user through Host Gator (not so good btw - slow over-crowded servers).  I checked and added the basic MIMEs that I am trying to play.  h.264, mp4, mov, ogg (OGV), WEBM, even wmv. 
Here is the page - it is 3/4 of the way down the page where I try to include a graphic file that won't play in IE9 but will in Firefox and Chrome.
http://christopherproductions.us/Graphics.html
I tried reconfiguring the MP4 file several times using all sorts of settings here is the most recent versions and my code on this page.  Note on the webpage below I explain that the Sony Movie Studio forum suggests saving in MainConcept AVC/AAC (*.MP4/*.AAC) Internet HD 720P  codec   I also tried saving in WMV and then using Freemake to convert the file to HTML5 (it makes three files, obviously the ogv file works in Firefox, I don't know about the WEBM file, but it looks like the mp4 file doesn't work, that is why I made one file specificially for mp4 using Movie Studio to render it.)
http://christopherproductions.us/AdobeForumHelp.html
Thanks to anyone who helps - I really appreciate it.