To check which weapon made the damage I think you need to play around with the function:
if Player.HasWeaponInHands()
You need to add all the Armor piercing weapons to a list of weapons that does damage to certain objects.
The OnAttacked() phrase for the objects should also be involved in the process, to make sure it's the player that does the shooting.
For playing your own video the syntax is:
call ShowMovie("YourMovie")
The video should be in *.bik format, the RADTools is a free prog that converts any other format to this, good tool.
If you're talking about character animations I can't help you. That's far above my paygrade