Yeah, yazoo, he said he didnt want to do all "that technical stuff", so moving the movies to his HD is probably a last resort.
Enigma, what kind of cd drive do you have? or are you using a dvd drive? becaue the physical location of biglight.avi is near the edge of the disk, whcihsome older/slower cd players have trouble reading.
What you could try is this:
alt tab into windows just before the movie. Find biglight.avi under cdrom/ff7/movies and try playing it in winamp a few times. or did you say you can't? anywyas, if you can get it to play, it will be stored in memory, and you can go back into the game and it will play =)
Your disk might also be scratched or dirty. try cleaning it off and see if that imporves anything =)