You are not alone - I complained in the mod forums about it and everyone that replied thought pretty much the same thing.
Unfortunately, Microsoft commissioned the videos, so they get to say where they are hosted.
I got through the registration (around half an hour in after filling uot 2 sets of forms and locating an email account that wouldn't bounce the confirmation) and found out that I needed to download extra software to view them - that's when I clicked on the close button and gave up.
I tried to complain via their feedback form, but once I hit page 2 of that, I gave up there too