WD-40 is not a good thing to use on bearings. If you can't get real grease in there, at least dribble in some heavy oil such a bar oil, which will provide some lubrication. In the video, the qr skewer is in the "open" or "unlocked" position.
I've never heard of a properly closed qr skewer opening by itself.
Read this:
http://www.parktool.com/blog/repair-...d-installation
Especially almost 1/2 way down: "Installing Wheel on Bike" and "Disc Brake Note"