There's no video capture in most DSLR's, afaik. The 350D certainly doesn't have it. Nor should you really want it to, either. The benefit of the DSLR is still capture. A small 640x480 resolution movie just wouldn't do the camera justice.
Get a video camera if you want to capture video!
The DSLR's (like the 350D) can do burst mode, and can take a series of images one after another until it fills up its buffer. It can do about 3fps.