Keyword research is all about forcing the search engines to find your website. The vast majority of people who search on the internet do so using search engines like Google or Yahoo!, and you therefore need to make these search engines find your site as often as possible.
Although things are rapidly changing, the search engines are still overwhelmingly text based. In other words, they read the words on the page, and to a large extent they ignore graphics and video.
However, Google in particular is very keen on ranking video materials as well. This is indicative of another important factor about the search engines, which is that they are constantly adapting their practices to match ever-changing markets.
At this moment, however, search engines are overwhelmingly text based search tools, so Flash or Shockwave videos on your site count for nothing with the engines. This despite the fact that your human visitors may love them!