I think there may be some confusion on how the prettyPhoto (the 3rd-party jQuery plugin that is the lightbox) interface works. The “play” button on the bottom of the lightbox popup that you’re clicking in the video doesn’t have anything to do with the embedded video from Vimeo, or wherever. The “play” button you’re clicking is to trigger the slideshow effect of the lightbox itself, meaning it will automatically rotate through the other lightbox items you have on that page. This makes a little more sense, I suppose, when you’re dealing with images opposed to videos.
The video is simply embedded as it would be in any webpage. To play the video, you’d click the play button in the video once it’s loaded. The interface of the actual video and how it is controlled is determined by the embedded video from whatever source. So, for example, if you’re embedding a video from Vimeo, you need to control the video from within the embedded player from Vimeo.