Still no luck. I think that is because the directory that has the binkplayer and movies also has a ton of sub directories that have other important files.
The directory is GFX and it has the files binkplay, avalon.bik, atari.bik, hasbro.bik, paradox.bik, loadingscreen.x, progressanimation.x and a bunch of TGA files.
Then the sub directories in GFX are avatars, interface, FX, map, menues.
When I change the name of GFX I still got the same error message except this time I got it instantly without the initial screens of paradox interactive etc.
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There is one other folder called AVI which has only one file called publisher.bik
When I changed the name of this folder I still got the same error message in the same way as in the original post.