Most likely the software you are using to load the pictures and videos to your computer is not loading the videos.
A common occurrence with some software/operating systems.
Can you use the click and drag technique to copy the videos from the camera to your computer?
If not, you should consider connecting a card reader to your computer.
The card reader with a card inserted will be seen by the computer as being a disk drive.
I've loaded my pictures on my computer (mac), but I can't seem to see my movies? Where are they? I've looked through all the folders? Where are they hiding?