imho not using IE can hardly be a mistake

I solved it (using another system as CL) first by timing all objects and the page. This was technically speaking the easiest sulution, later solutions were more complicated but worked better:

Later I used Flash in these cases. You might even make the whole slideshow in Flash.
A workaround is making the slideshow in Powerpoint and convert it to Flash. Not ideal but it works.

If you convert your movies to flv (which is in fact one of the two the youtube standards by years now) you might use a player which triggers a javascript function when the video has finished playing.