Hi Dennis,
What I previously thought was that you had captured an AVI and could not open it probably due to the codec. That is why I told you to use Virtual Dub to open it and convert it to another format.
I have attached 4 images of how I have taken a 1 minute exposure with my DMK hopefully to help you with your problems. Please use the same steps as I have and let us know how you go.
Pic 1 - Open up IC Capture.AS and connect your DMK as shown.
Pic 2 - Slide Exposure tab across to desired exposure time
Pic 3 - Press record
Pic 4 - When you stop recording this message will appear. Just ignore it. It just means that the camera is still streaming video.
Hope this helps.