Maybe the flv is not created correctly or your browser has no supported flash player.
Visited your site quickly. This is a theme problem. The theme displays the images via a script named Galleriffic which is not the standard theme way and conflicts with the (any) video player (script within script issue). There is no easy way around that. Since that gallerffic script is not compatible with the current Zenphoto - gallerffic has been abandoned by its developer years ago - you probably are on an older Zenphoto version additionally.
I am not that familiar with the theme but if available choose another display way for the videos.
You said above you use a flv file. If that is not working there are several possibilities:
It is recommended to use mp4.
Please see also here which browser supports what (this is not jPlayer specific generally):
http://jplayer.org/latest/developer-guide/#reference-html5-media
http://mediaelementjs.com/#installation (another player, scroll down to a similar, but better table overview)