I first saw that in Bowling for Columbine (yes, I watched it; and, despite what most people here think about Moore, it really wasn't thoughtless anti-gun propaganda).
I am in agreement with people here who point out that the video doesn't do anything but imply that kids are carrying that many weapons. As mentioned, there's no way that guy could have walked very far like that without spilling fifteen pounds of steel on the ground.
Even if we argue the original poster's point, that this "prooves" that people can conceal whatever weapon they want to carry... that's true, but when I carry (doing the papework currently), I have every intention of doing my regular day-to-day stuff. You know, like sitting at computers, digging cigarettes out of my pocket, shaking hands with people, tying my shoes, etc. Throughout all of this, I do not want my weapon to print or show. There's a difference between hiding any number of guns for fifteen seconds, and trying to hide one all day, every day.
For me, the only place I can conceal a full-size firearm is the small of my back. Sure, I could wear a trenchcoat, and strap weapons to every square inch of my body. But, my intention isn't to assault a school building, but rather to protect myself.