1. you need iTunes 7.3.0 to upload music video to iPhone, if you don't have it, downlaod from here
http://www.apple.com/itunes/download/
2. run iTunes, create a playlist (click file -> create list), then drag your iTunes music video to this playlist, then sync iPhone, it should be easy to do that.
3. if that didn't help, make sure your music video didin't exceed the limits of iPhone video as follow:
H.264 video, up to 1.5 Mbps, 640 by 480 pixels, 30 frames per second, Low-Complexity version of the H.264 Baseline Profile with AAC-LC audio up to 160 Kbps, 48kHz, stereo audio in .m4v, .mp4, and .mov file formats;
H.264 video, up to 768 Kbps, 320 by 240 pixels, 30 frames per second, Baseline Profile up to Level 1.3 with AAC-LC audio up to 160 Kbps, 48kHz, stereo audio in .m4v, .mp4, and .mov file formats;
MPEG-4 video, up to 2.5 Mbps, 640 by 480 pixels, 30 frames per second, Simple Profile with AAC-LC audio up to 160 Kbps, 48kHz, stereo audio in .m4v, .mp4, and .mov file formats