AirPlay for apps besides iTunes isn't supported by default in OS X Snow Leopard & Lion. Luckily there are several great apps that will help you to add AirPlay. Download Porthole (made by us!) or Airfoil and you're set.
For this example I'll use Porthole. After installing it, there's an icon in you menu bar. Click it to see all local AirPlay speakers and check the ones you want to stream to.
Make sure the icon stays blue after you've connected and music is playing through your AirPlay speakers (try playing a song in Spotify or something).
Now, set AirVLC to 'Porthole' and drag a video on the dock icon or drop area in the app!