The movie issue is a common one, most desktop screen captures suffer the same problem

It is caused by hardware overlay, which means in order to reduce the cpu load, it sends the video straight into graphics memory, therefore bypassing Windows

To fix this in Windows Media Player (version 9), so it does use Windows to render the vieo, do this in Windows Media Player
In menu go Tools -> Options
Go to the Performance tab
Set the Video Acceleration slider to None

This should fix video

I'd say its similar with the mouse pointer but am unsure on how to fix it. I know it can be done as a lot of screen capture utilities have an option to allow it to capture the pointer

Hope it helps