OK. This doesn’t happen out-of-box. You can share a video on a desktop screen but we all now how that looks when we are doing an RDP session. Chris Norman’s blog outlined how to do this with two products where the video used in the session is not your video but the video streaming software. I tested this with manycam and it’s awesome! 

With manycam you select the video input as manycam instead of your video camera and then launch the manycam software.

Select a file. I used the default wildlife.wmv file (make sure you unmute it) and then the other attendees can hear the video. I have to do more testing but I’m impressed. Great Partner resource for academic customers.

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http://www.manycam.com/