To get your videos files smaller you need to use a program that does video compression such as Sorenson Compression Suite. It's available at
http://www.sorenson.com. The Compression Suite is available for MAC and PC. One note about the MAC version is that it will not encode to the Windows Media format. Both versions encode to QuickTime, Real, MPEG1 and Flash.
Also, I am assuming you are exporting your videos out of your non-linear editor? What are you exporting out as? What format do you want to encode to Windows Media, Real, QuickTime or Flash?
If you have additional questions about setting your videos up on the net, shoot me an e-mail off-line. It's a lot of information to cover.
Derrick Freeman -
Video Streaming and Compression Specialist -
http://www.geniusdv.com