As far as I know, I don't believe MediaLab would be able to complete this task unless the video was launched from a separate .EXE that had the ability to place itself in the proper location, auto-start, and stay on top of the other windows.
Hm. Is it perhaps possible to split the video up into sections, and then ask questions about those sections in-between each set of videos? Although this solution isn't quite as ideal, it may be more feasible and easier to accomplish. Let me know!