as you know that when you Embed youtube video in your web page, it works fine , but if you click on any part of screen, youtube website will open in new window.
You shouldn't do that. If you need a video-host who keeps their branding off of your screen, I suggest http://blip.tv. You can transfer your videos there via a FTP (they make it available to all users), and even customize your own player with your own branding.