I figured out what my problem was. It has to do with including the MIME Type to your IIS. I found this webpage that got me up and running in know time:
http://blog.arvixe.com/to-play-mp4-video-in-asp-net-you-may-need-to-add-a-mime-type/
Make sure if you are running Mircosoft IIS that you have the MIME Type added to IIS so IIS knows what to do when someone tries to load a mp4 video type. Thanks all for the help!