How to place a picture or a frame before the actual video starts?

Put your picture just next the video and name it just as the same :
my_video.flv
my_video.jpg

And the jpg image will appears on your video before start !
Clear Joomla cache if it doenst work at first time.

Thank you, fabrice91, but i've already renamed the video and the image for the same name and it didnt work. Does this has anything to do with the fact that the video is in a diferent server?

Do you mean that you use a video provider ?