Hello RVD420,
As far as I know you can't just link to a SSI.
You should create a video.html and simply insert the below into the <body> section of the page
<!--#include virtual="/cgi-bin/members/fbn2.cgi?mode=mklnk&movie=/mydir/pavideos/video.mov" -->
After that you can simply link to your video.html
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