When I had this problem.....I noticed that the movie would lock up during the roar....and the roar would happen when you were viewing the deck of the Highwind, and Tifa is about to fall down. It's supposed to roar when you see Weapon. If you double click on biglight.avi, you'll notice when the roar is supposed to happen.
If you have this problem, then try putting your Sound Acceleration to Basic. type dxdiag, go to the Sound tab and move the slider to Basic. You don't need to reboot, but you will have to play all the way through from that far save point, to see if it works......and that is a very long time.
Last resort would to do the copy to harddrive methiod, and substuting a working movie for Biglight,avi. or you could then try Standard and the others, but Basic is what worked when it happened to me....
Strange thing is after a while, I didn't need to put it in basic mode anymore. Don't ask me why. 'cause I don't have any idea, why. This was with win98SE