Well, without knowing your system configuration and hardware and stuff, I'm afraid I'm in no better position than SE. All I can think of is it's a codec issue - the FMV sequences in the game (such as the opening movie) are files with the .DAT extension but are actually WMV format (Windows Media Video) - which is a standard format that all modern versions of Windows should be able to playback with no trouble. So there is obviously some kind of issue your system has with running video files.

Does any other FMV scene do the same thing (hang when trying to load and then nothing else happening?). Or is it just that video? If it's the later, then it's possible the file itself might be corrupt, in which case a reinstall of the game might be necessary. But other than that I have no idea what the problem could be I'm sorry.