hahahaha I solve the problem!!
ok, here is the thing you have to do to make Silent Hill 3 run the intro video and all of them smoothly:
1) First I downloaded The Ace Mega Codecs pack from here:
http://www.free-codecs.com/ACE_Mega_CoDecS_Pack_download.htm
(I know that these are a lot of codecs, but this is in case you are missing one you need)
2) Install all of the codecs on the list just in case
3) Download MPEG-2 Video Decoder (version 2)
here is the link where I got it(its in spanish):
http://www.mundodivx.com/descargas.php?id=32
just click on the button that says “Descargar”
4) Unzipped the file and copy all the .ax files to your windows\system32 directory then execute the register.bat file in any directory
And that’s it, I’m not sure what I really did but it worked.
Hope this serves for future people who faces the same problem.