Thank you for sharing the OpenURL trick!
My issue was different (random crashes in shipping builds when OpenLevel was called subsequent to any MediaPlayer activity) and so far, calling OpenURL on the movie asset before playing seems to have helped.
For reference, the URL format is “./Movies/YourMovieName.wmv”. Also remember to place your raw movie file inside Content/Movies for it to be included in the packaging process, otherwise you’ll get a black image.