No, i think you have to do it this way:
Rem Project: AVITest
Rem Created: Saturday, July 04, 2009
Rem ***** Main Source File *****
// Basic setup
sync on
sync rate 60
// load the Animation
load animation "spygear (abhijit, louis).avi",1
// Make dpro paste every new frame on an image which
// you can use to texture objects, or paste on screen!
Play animation to Image 1, 1, 0, 0, screen width(), screen height()
// SOme example to show you are doing it over everything else
BoxText$ = "This goes over the movie!"
BoxWidth = Text Width(BoxText$)+20
BoxHeight = Text Height(BoxText$)+20
do
// paste the animation on the screen BEFORE everything else
// so you can make buttons over it and stuff
paste image 1, 0, 0
// make the button
ink RGB(255, 0, 0), RGB(0,0,0)
Box Screen width()/2-BoxWidth/2, Screen height()/2-BoxHeight/2, Screen width()/2+BoxWidth/2, Screen height()/2+BoxHeight/2
ink RGB(0,0,255), RGB(0,0,0)
Text Screen Width()/2-Text Width(BoxText$)/2, Screen height()/2-Text Height(BoxText$)/2, BoxText$
sync
loop
doing it this way works fine, but you can't see the 3d world anymore. so if you still want to see the 3d world behind it you are gonna need textured plains.