Yes - there are ways to export movies - but not through web pages which seems simple enough. If you export to web you get the first frame of the mpg file but to actually have a link to the movie you need to hand alter the coding and add the movie itself (like make a movies folder, then make links back to the movie in question.)
iPhoto takes care of pictures so well it would be nice for it to handle the movies as well. Even if Quicktime does the heavy lifting there is far more integration of these little movies all digital cameras handle. One little one I ran across was that you could easily rotate a movie as well as a picture - it's burried in the quicktime player!