Should I follow up with prospect in this case?

I'm technical guy trying to do sales as well..

Some prospects communicate well, I know what to expect. Some acting strange. Usually when they send request via web I reply with small intro asking what is a good time for them to watch a demo.

Some people don't even reply to this. I started to call them.

One of the prospects was like this. I repliead via email - silence. I called - he agreed to see a demo (without talking too much). It wa online demo. At scheduled time I saw him logging in after 15 minutes but he had problems getting voice. I emailed couple times suggesting calling my cell phone. Nothing happened and he just quit conference and doesn't reply.

I never had people having problem with web conference concept. I'm not sure if I should try something else (like calling 800 and getting to him again) or this is not a "buyer" ? What is your experience?

You should get his number and call him rather than ask him to call you (especially on a cellphone -- if I were him I'd think that you were a one-man shop and might become less interested in the product, especially if the price point was relatively high).

But TBH it sounds like he's just not that interested in seeing the demo. How are they contacting you in the first place? Remember that logging on to see a demo is a significant investment in time. Perhaps he'd rather get something more lightweight, or something he can deal with asynchronously like an email?