In some instances, when a video embed loads on your site, drop-down menus can get hidden behind the video when viewing the page in Internet Explorer (and potentially other browsers). Setting the z-index of the drop-downs to '99999', and the z-index of the div wrapper and the Viddler iframe as '1' should usually layer the elements correctly. However, this isn't always the case.
Unfortunately, Flash content doesn't listen to z-index. You'll have to use the wmode parameter in the Viddler embed code. The option you choose (window, transparent, opaque) depends on a number of factors. You may read further details on which wmode to choose in Adobe's Flash OBJECT and EMBED tag attributes help article.
We actually have wmode as an Advanced option when you grab the embed code from the Embed dialog on your Videos page: Choose 'wmode' from the drop-down, click 'Add', choose 'window', 'transparent', or 'opaque', then copy your embed code.