Suddenly when I was starting Morrowind, I got a message that the movie files were missing. While not more then a half an hour ago this message didn't appear.
All I did between the two start ups was removing some splash files from the loading screen. But when I look in the bin there isn't any BIK file in it.
So... WTH is going on?

Movies are usually streamed off the CD, or found in the Data Files\Video directory.

And how exactly do I solve the problem then?

bump

cant you just copy the movies off of your CD and into the Video folder manually?

Did you try putting those splash files back? That should be the first thing you try.

Is it this error: "Could not find the movie file bethesda logo.bik on the CD" ?
Open your ini file, under the [Movies] section is a line that reads:
Company Logo=bethesda logo.bik
Change this line to read:
Company Logo=mw_logo.bik