Although it is difficult to determine, the most common reason for this problem is that the media files are not in the right format. Media files must be converted using the converters supplied with the Apple Media Tool. Sounds must be converted into the WAV format (not 'snd ' or AIFF). Movies saved in the PICT format (not Photoshop's native format). Quicktime movies must be 'cross-platform' and 'flat'.
The second most common reason for problems like this is a failure for media files to conform to DOS naming conventions. You must change the file names (if necessary) and use the "Replace Media" menu command in the Apple Media Tool BEFORE doing the Save As Text command in the Apple Media Tool. If you change the names afterward (or the file names change when converted to your DOS machine), the runtime will be looking for the WRONG file name. It cannot know what name to look for on the Windows platform because there is not a 1:1 correspondence between Macintosh file names and DOS file names.
We recommend that you convert the file formats and the file names during development and test the Macintosh version of your runtime thoroughly. When you move your project to your Windows machine, you should test ALL your movies to verify they work properly with Quicktime for Windows.