I wasn't quite sure from your message how far you had got with creating the quiz and and whether you were intending to upload it to Moodle and administer it via the HotPot module.
- did you insert the movie clip using the Hot Potatoes menu "insert" -> "media file"?
- does the quiz work when you run it from your local PC?
- did you upload the mdeia file to your Moodle site along with the quiz file?
If you need assistance creating the Hot Potatoes quiz (as opposed to using it with the HotPot module), I think the Hot Potatoes Users group would be a good place to ask too. (http://groups.yahoo.com/hotpotatoesusers)