As with most other small, embedded devices the eDGe is finicky about video file content. If the video content/dimensions do not fall within a limited range of possibilities the eDGe (and many other devices) may not play it. I thought there was another thread around here with size/encoding/audio suggestions , but couldn't find it.

(FYI: Getting my blackberry to play videos correctly was a bear. If the video isn't a specific width, nothing happens. However, a Sharp CL860 PDA runs almost everything I've tried.)