Problem with the background of character videos

Hi, I've downloaded a character video with a transparent background from E-learning brothers and am trying to incorporate it into my course.  In the past it was as simple as inserting the video.  While the white or black box would appear on the screen, it was transparent during the preview.  Now I am following the same process but the background is no longer transparent when I preview the slide.  I can see the character as well as the white or black background. 

Please help!!!

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