Ok, to make the movie bit, once all is exported, Right Click on the Images folder in AM, choose Import>Animation/Image Sequence. Choose the first frame and click OK. Then if you right click on the newly imported animation and choose Save Animation As, set it as a MOV or AVI or whatever your preference is, and save it. Now you have the animation file.
Could you also screenshot all your render settings. So the Render to File screen, the options for rendering and perhaps even your compression settings. There's something in that that shouldn't be. Perhaps you could also ZIP all the files together and upload it to the forum so some of us can have a look at the project.