Hi Bharath,
It is going to be bit tricky to set this up as bing is just a search engine which just give you an option to play videos hosted on other CDN network like Metacafe, Youtube etc. We have to first device a policy for the proxy to differentiate between a video play via Bing and a Direct access. The latter is bit simple as a policy like below will block the direct access to youtube.com (i.e. http(s)://www.youtube.com/)
<proxy>
url.domain=youtube.com url.path.exact="/" Deny
Now for allowing the videos played on Bing itself, we will need to first find the domains involved playing videos (like their CDN sites hosting the actual videos) and create policy accordingly. Most of the time, such in-depth check will need SSL Interception to be enabled as a domain based check might not be enough.