Ok I've been able to reproduce this (sorry things got away from me). It seems intermittent, sometimes the movie is ontop, sometimes not. Looking into it.
Ok - the appearing in a different window seems to have come from having the wrong wcphr.dll, and the opengl installer doesn't seem to overwrite it. Can you try deleting it and then re-running the opengl install?
Do try different codec pacs, my first choice didn't work at all, and my second is less than flawless.
If possible select your native monitor resolution (and be sure not to check windowed) in the OpenGL setup page.
I'm still having an issue where it's only filling the top corner of my screen, the cause of that I've not yet tracked down.
I'd love to re-write the patch to work in the same way as the DivX patch HCl made some time ago and avoid the second window. Does anyone know if he released the source for that one, and if so where it was? Using a resolution over 640*480 caused a crash in the old renders but not OpenGL.