Noob question...

I'm a noob, so forgive me for asking this... does RMXP support movie files, such as AVI, or MOV?

No, to play (i forget I believe AVI files) you need a certain script.

U can play any movies with a script like this:

make new script called Scene_Movie

• class Scene_Movie
  
  def initialize(movie,length)
  @movie_name = Dir.getwd()+"\\Movies\\"+movie+".avi"
  @counter = length
  end
  
  def main
  
  Graphics.transition
  @wnd = Win32API.new('user32','FindWindowEx','%w(l,l,p,p)','L')
  @temp = @wnd.call(0,0,nil,"LE_NOM_DE_VOTRE_PROJET").to_s
  @movie = Win32API.new('winmm','mciSendString','%w(p,p,l,l)','V')
  @movie.call("open \""+@movie_name+"\" alias FILE style 1073741824 parent " + @temp.to_s,0,0,0)
  @movie.call("play FILE",0,0,0)
  loop do
  Graphics.update
  sleep(1)
  Input.update
  if Input.trigger?(Input::B)
  break
  end
  @counter = @counter - 1
  if @counter == 0
  break
  end
  end
  @movie.call("close FILE",0,0,0)
  $scene = Scene_Map.new
  Graphics.freeze
  end
  end

change the line @temp = @wnd.call(0,0,nil,"LE_NOM_DE_VOTRE_PROJET").to_s
"LE_NOM_DE_VOTRE_PROJET" is the name of your project after,
make an event that call a script:
$scene = Scene_Movie.new("VIDEO",5) where VIDEO is the name of your video file (avi, divx etc...) and 5 is the number of seconds of your video.
Don't forget to make a new directory called Movies  in your project.

PS: if you put a video with rmv format (RV9 or RV40) or mkv etc... it's only cause u have the right codec but if u give your project to anyone that haven't the right codec, he'll not see the movie.