Media Player won't stick

I have been trying to create a main menu with a movie in the background and I have only ran into problem after problem, this time I am able to get the movie playing in the background in the designer tab however whenever I click ‘Play’ it stays on a black screen.

I believe the fact that I have to have the media player open and selected onto the movie to even have it do what I want it to do is causing this problem, no matter what I try the media player will not stick onto that specific movie, is there a way of doing this and finally completing this damned main menu? Thanks.