This Photoshop antique oil paint effect requires the use of multiple copies of a layer of an image. It should be noted that the video shows the old version of the tool and now resides in the stylize category and not the main section and also some of the functionality has slightly changed in that you now need to set the shine etc on via a check box.
You can add multiple layers by duplicating it via the layer menu. Add 10 or so.
You can change the blending modes of the layers before you add anything but you can also do it post application of the filter.
The key thing is to have the shine ON. Apply it to all the different layers (even if they are the same picture) as set the value to different settings etc each time. You can then develop an unusual results by varying the blends to lighten / darken as well as color burn and linear burn which prove very useful. The end results can be very variable, be prepared always to just quickly redo with different settings because something just isn't right with the image.
Once you have finished, you can always just flatten the entire image via the layer menu flatten command (right at the bottom of the list) and then go and apply again with different settings. Please check out the video to see how you can do this.
You can if you wish, capture all these steps via the actions panel and record them and play them back on to any image.