I used to have FFDshow installed, but do not anymore. I know I've seen an option to play videos in overlay mode, but I don't recall if it was in FFDshow or something else. ATI stopped supporting my video card years ago, so I am not familiar with any remotely recent versions of the drivers or Tray tools.
You can try disabling ESET to test the game once, but this doesn't seem like the type of problem an anti-virus program would cause.
Yes, if you delete or rename the skill previews they will not be played at all.