More explanation related to this subject

1/ Choose Tools > Animation > Play Animation.
2/ Adjust the playing options for the animation.
Note: Exporting with Auto Pause selected creates a separate AVI file for each action. The AVI filenames include a number corresponding to the action. Exporting ignores the Repeat Simulation setting.
3/ Click Save AVI , select a location and filename, and click Save.
4/ In the Video Compression dialog box, select Compressor and Compression Quality Settings. If appropriate, click Configure and select settings for your compressor utility.
Use standard codec (i.e: microsoft Video 1)
5/ Press OK

VERY IMPORTANT:

6/ PLAY the ANIMATION by clicking Run forward
The animation dialog box get minimized and then the video is created.
No video is created if you are not playing the animation

hope this could be helpful for you

Best Regards
William Gallego