I managed to make a small intro movie into my game. Not that hard, just export your movie to plain png files. Now open a sprite, open animation window, import all the png files. Set speed to the images per second your movie was made on and you should have a working movie. I only have difficulty with aligning the sound online. But movie wise it's working. For the sound, you just export your movie to a wav file and next to the png's you have a good soundtrack to work with.
Hope this might help.