Are you trying to run the sample.html from the local file system, instead of serving it from a web server?  The sample.html that was in the original 2.1 release of the SDK would not run from the local file system.  We just updated it this morning, so if you download it again the latest version of sample.html will work if you run it from the local file system.  The original version and the latest one will also work if you run them on a web server.

Arianna ,
That alert is not a problem, the sample.html is trying to find a CUP server which is not available in your case.
From the screen shot, you are pretty much there. You can either click on the "escalate" button in the bottom to bring up the Video. Or, just check the "with Video" checkbox next to "Make Call" button. Then, you should be able to see the video.
Hope this help!
Howard