Could you not just build a simple scene in a regular 3D package, render it out, put it together as a video file, and then play it using the avi object in your background layer?
Ok, tried doing that. Unfortunately the avi object overlays everything else, and also includes a control, so it's no use for something like this.
I did try just a regular sprite with all the frames and played that in the background to demonstrate how it could look
but doing it that way, you're going to end up with an insanely large exe file, which is a shame, cause I'm guessing this is exactly what you're wanting, and would otherwise have worked perfectly.
What would be great would be an addition to the avi object to stop it overlaying everything, and the option to remove it's controls. Allowing it to be placed in any layer, so it can be used for cases like this where a complex animated background is required.