Inserted video on PowerPoint

I was able to insert the video onto a PowerPoint. The only thing I am confused about is that I wasn't able to use the converted video, the .wmv file. I also had the video converted to an .avi file. I used the original, which was the .mp4 file. The video I inserted on this blog was the .mp4 file also.  The others didn't seem to work. So, I'm not sure if I converted correctly. I used YouTube Downloader.