What exactly happens when you try with Firefox?
I did some follow-up on an earlier post about problems with with Yahoo video. I found some real issues using FF, but never reached a conclusion. The dialog with them was not very satisfying.
I always contact the site when something does not work with FF---In MOST cases, it gets fixed. If you contact them, be sure to point out that FF has now over 30% share:
http://www.w3schools.com/browsers/browsers_stats.asp