Or try an uncompressed AVI. This frees up the use of codecs, but the file size gets much bigger. I have some samples you could try to see if it's the codec (free download). This is one of them (note: double-zipped AVI - unzip twice).

As to checking the DirectX debug thing, try running system information:

start > programs > accessories > system tools > system information

Try searching there or go to the tools menu to check the DirectX stuff.