First, a disclaimer: I'm not really familiar with geocities or Yahoo Page builder. But on searching their site, I found
this page. It describes how to upload the file using FTP (is this is where your problem was?). .WMV didn't appear on their
supported file extension list, but .AVI does indeed appear there. From there, I found
this page allowing you to add custom HTML. If you need a refresher on this, try
this page. That should allow you to do what you need (if a round-a-bout solution).
Try searching for
free web hosting if you are interested in another provider than geocities (which I admit I don't like myself). I've used NetFirms before (though it has changed somewhat since then). I haven't really researched the various options available recently (the info I have is outdated probably) ... but other people on here have; I'm sure they'll tell you what they've used and what they've found successful.
It all really depends on what your needs are. If you are just looking for a simple site, nothing fancy, maybe a few visitors every month or so, then geocities may be fine for you.