One of the great things about God is that he grants us free will and judges us on how we use it. One of the consequences of this is that Satan cannot destroy anyone’s free will, and that even if, in a particular instance, God were to allow Satan to take over someone’s will (as in demonic possession), that person is not culpable for decisions essentially made for him or her by the possessing demon.
The way Satan MUST operate, in normal circumstances, is by getting someone to turn their own heart away from God, and set their own will against God’s.
This, by definition, cannot be accomplished through subliminal mind-control tricks. Satan is much more blunt and up-front about tempting people than that, and for the most part, this blunt approach works just fine. There’s simply no need for Satan to resort to complicated efforts of media control and infiltration of music and television with complicated symbols just to get whatever slight psychological effects may be effected through such mediums. People sinned before television, and people will continue to sin.
What may be useful for Satan, though, is to CONVINCE people that the media they are surrounded by is, in fact, being infiltrated by Satanic messages. Such a belief tends to breed (1) fear of Satan, which is unhealthy; (2) scrupulosity; (3) and in extreme cases, despair. Additionally, for people who actually believe that to listen to Lady Gaga (for example) is a sin, there will be many more sources of temptation in the world than for someone who is confident enough in God’s strength to understand that no video, however rife with demonic symbolism, can rob him of his free will and moral responsibility.
As for the specific case in question: I see no problem with this video. Just a good song with nice dancing. The website OP linked to, however, looks like a new-world-conspiracist site with no credibility whatsoever.