You're probably using either Windows Vista or Windows 7 with the Aero feature enabled. You will have to open the Graal.exe properties and select "Disable visual themes" under the "Compatibility" tab. That or change your windows theme to Windows Classic or Windows Basic. This should fix the video and screenshot problems.
Edit: On second thought, if the above doesn't do what you want, this might actually work for videos as well-
http://forums.graalonline.com/forums...53&postcount=6