iframe code not inserting

I have trying to insert youtube embed code (<iframe width="420" height="315" src="https://www.youtube.com/embed/XXxW6vATIg4" frameborder="0" allowfullscreen=""></iframe>) which in a tutorial I should be able to do. I keep getting the following message: 

What am I doing wrong? Another question, if I have some other iframe code can I use the same method. I have tried and it will not let and gives the same error.