The pre-rendered cutscenes are BIKs. You need to download RAD Game Tools (
http://www.radgametools.com/bnkdown.htm) to edit them. In order to make videos of in-engine cutscenes, you'd need to use a screen capture utility that can dump video. Something like FRAPS (
http://www.fraps.com/) would do the job.
If I'm not mistaken, FRAPS will not record BIKs. You need to convert BIKs into AVI. You should be able to find the information you need by Googling "How can I convert BIK to AVI?"