Progressive video download over dumb HTTP works very well, so it's unlikely you need a special streaming server for most use cases, and particularly not in this case. Modern browsers have native video support for Ogg Theora (Chrome, Firefox, Opera) or some codec in a QuickTime container now (Safari), so if the files weren't zipped there's a good chance that progressive video download would work for most of your audience without any special effort on your part.

Your second point is valid, I hadn't considered it as a serious problem. I think a better solution than a zip file is to provide a "download" link pointing to the file that serves it with the Content-Disposition HTTP header set. This requires some control over the web server (e.g. ability to run script, or set up an htaccess file), so it's not always an option.

Edit: sorry for complaining on HN rather than contacting you directly. I was venting because it's frustrating that I couldn't watch the first few minutes of the video to decide if it's worth watching/downloading the entire video.