How to put these videos to website?

..i have two .avi. movies and a .mpeg videos clips, I also have a website but I don/t know how to upload these videos to my websiste. My friends said that I should have a flash video player on my site and put all these videos to the flash video player but I’ m a totally newbie on this issue. After some searching I found this program - Moyea Web Player Pro. This program claims using video encoder to convert videos to flv and can create a customized flv player. I’m totally new on this. I have downloaded its trial version, yet it is perfect. Do you know more about this? Need advice or any good software to do this.