For the movies to play automatically in Thief, you need to have the Indeo Codec installed. It should be on your game CD. Either that, or upgrade to the NewDark version of Thief 1. The latter is described at TTLG, Thief General forum. What happens when you go to the Thief program folder, find the AVI files, and double click on one of them?
The mouse wheel scroll is part of Thief 2 but is not part of Thief 1. I use a program called AutoHotkey. I use a shortcut to run a script file, thief.ahk, which is copied below.
#NoEnv ; Recommended for performance and compatibility with future AutoHotkey releases.
SendMode Input ; Recommended for new scripts due to its superior speed and reliability.
SetWorkingDir %A_ScriptDir% ; Ensures a consistent starting directory.
; Override Bindings
The NewDark version of Thief 1 is the same engine as NewDark Thief 2. You may be able to insert the mouse wheel bindings into your user.bnd file. After installing NewDark Thief 1, you need to replace its default T2 bindings with your T1 bindings. Then you may be able to insert the mouse wheel lines from T2's user.bnd.
I know these instructions may be a little difficult for one not skilled at PC's, but it would take a book to explain all the details, e.g., how to use a text editor. Good luck.
"What we've got here is a failure to communicate", the warden (Strother Martin), Cool Hand Luke