There is no video.
First, pay attention to the site the link is taking you to. Some bogus sites are all dressed up to look legit like say Facebook, and then display a bogus video player (standard .jpg image).
Then state you need to download the newest codec or flash player to view the video. And then prompt you to download.
That file is what infects your PC... simply do not download it or have anything set in your browser to "Auto-Download" the file and run it.