To add on to what Covarr said, if you want to put your movies on your hard drive (keep in mind that's like 800 megs of movies), you pick a folder you want, usually something simple like 'movies' within your main FF7 directory, and you copy the entire contents of the movies folder of each of your 3 discs to said folder. it shouldn't matter if you say Yes or No to copying over files that are the same, many places say 'just say Yes to be safe.' you then have to find your FF7 folder in your Windows Registry, and find the registry key that has the location of your movie files. you change that from the CD drive folder to your hard drive folder.
if you don't know how to navigate the registry, then i'm sure it's on here somewhere, or just PM me or reply here and someone will tell you how.
edit: i just saw your edit... actually, for me, the same thing happened a few times. like 4 times, it didn't work, and then the 5th it did (but i died) and the 6th i did. i'm not really sure if it's a matter of stability or what, but i do know it's hell to run up those stairs a freakin 6 times.
