Hi. I just installed the macro on my site running umbraco v 4.0.2.1. But when I insert the macro and point it at a YouTube video and browse to the page, I get a YSOD. (Stack trace below.) It appears to be failing to connect to YouTube. I don't know why the server needs to connect as I thought this was embedded on the client. At any rate, this is what is happening for me. I have verified that the YouTube video can be viewed otherwise. 

One thought -- we are behind an authenticating proxy/firewall. If the server must connect to YouTube, then this may be the reason for the error. You think that's it?

[SocketException (0x274c): A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond 216.239.38.21:80]
   System.Net.Sockets.Socket.DoConnect(EndPoint endPointSnapshot, SocketAddress socketAddress) +239
   System.Net.Sockets.Socket.InternalConnect(EndPoint remoteEP) +35
   System.Net.ServicePoint.ConnectSocketInternal(Boolean connectFailure, Socket s4, Socket s6, Socket& socket, IPAddress& address, ConnectSocketState state, IAsyncResult asyncResult, Int32 timeout, Exception& exception) +224

[WebException: Unable to connect to the remote server]
   System.Net.WebClient.DownloadDataInternal(Uri address, WebRequest& request) +287
   System.Net.WebClient.DownloadString(Uri address) +106
   System.Net.WebClient.DownloadString(String address) +29
   CPalm.Umbraco.Macro.OEmbed.usercontrols.CPalmUmbracoMacroOEmbed.Page_Load(Object sender, EventArgs e) in D:\Solutions\CPalm\Umbraco\CPalm.Umbraco.Macro.OEmbed\usercontrols\CPalmUmbracoMacroOEmbed.ascx.cs:46
   System.Web.Util.CalliHelper.EventArgFunctionCaller(IntPtr fp, Object o, Object t, EventArgs e) +14
   System.Web.Util.CalliEventHandlerDelegateProxy.Callback(Object sender, EventArgs e) +35
   System.Web.UI.Control.OnLoad(EventArgs e) +99
   System.Web.UI.Control.LoadRecursive() +50
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Control.LoadRecursive() +141
   System.Web.UI.Page.ProcessRequestMain(Boolean includeStagesBeforeAsyncPoint, Boolean includeStagesAfterAsyncPoint) +627