The bink or .bik movies are located in the FMV folder.
I mentioned ffdshow because there's an option to force games or other app to use this pack for decoding and could potentialy conflict with binks (altho chances are low). If you can see other bink movies then it's not the problem.
If you are a XP user and not afraid to poke around, there's a way to load a minimum of drivers to find / eliminate some problems with games:
http://support.microsoft.com/kb/310353