Ok, I've read through all this and have gotten pretty much everything working (thanks everyone who contributed info) but I've got one problem that just won't go away. I can't get their video codec to work. I've installed the movie patch and that didn't help, not sure what else to try. All I'm getting during movies is black screen (and they won't play independently either). I've got an athlon xp with Geforce 4 ti4200 running windows xp if that helps, any suggestions or ideas would be greatly appreciated.
One thing I did notice while installing the movie patch is after the first two screens (info and user agreement or whatever) it pretty much dissapeared. I could see that it went to an install screen real quick but there was no confirmation or anything, not sure if that is normal or not.
Ok, got it fixed, had something of a flash of insight right after I posted. Anyway, in case anyone else is having similar problems, I've got a couple codec packs installed I use for video editing, and one of those was stopping the FF7 codec from either running right or being installed, not sure which. Anyway, I cleaned out the codec pack and I'm good to go.