look in the game.script, there is one line
-> Game.PlayVideo("videos/first.avi", 1, 0, 0, false);
i have noticed that in the data/videos folder theres only a first_klein.avi
so you can either rename the file into first.avi or edit the code in the game.script
-> Game.PlayVideo("videos/first_klein.avi", 1, 0, 0, false);
if nothing helps, its maybe because of the wrong codec from this .avi.
try an *.avi which works with your normal windows media player or similar.
it must be in the videos folder and you must edit the code from the Game.PlayVideo("videos/yourfilename.avi",1,0,0,false);
this should work.