It's hard to say without more details of what you did (versions of PPT on both sides, what kind of video it was, and how you inserted it into the slide), but...
There are two separate issues:
1) Video format -- generally, any video that is supported by an embed-capable player should work fine. So if QT and WMP are on the computer and they can play the video, they should play it as an embedded file. Assuming your Mac video was probably in a format normally played by QT (e.g. H.264), If you don't have QT on the PC, you'll have to switch to some kind of AVI file or else install QT.
2) Method of Placement -- now this one is stranger. Objects sometimes behave differently depending on how they got into the slide. That is, objects that were copy/pasted or dragged and dropped will not behave the same as objects that were inserted using the insert menu item. This is because drag and drop objects are governed by OLE (or whatever it's called now) -- they sort of get interpreted as a copy/paste buffer object when they get pasted in rather than being a normal file. Generally, the ones you insert using the menu are much less likely to give you trouble on another computer (this is the same issue that often arises where certain image files dragged and dropped into a PPT deck on a Mac will end up as empty boxes that say something about needing Quicktime on Windows).
So, for (2), the best bet is to always make it a habit of using the insert menu item to insert graphics and videos if possible, and to avoid dragging them into the slide.