the easiest way is to install the "noscript" extension for firefox, i recommend that over any other.
otherwise, for IE, you can add brightcove.com to your hosts file, direct it to a non-existant IP like localhost (google "hosts file" for more info)
and if you have Opera, no idea-- i'd have to install it and find out.
plus i'm sure theres a setting in flash to disallow certin websites, i just haven't ever had to go about it that way, another google there.