I have good and bad news...
The good news - I found the reason why FF/Opera don't play the video. Its because the media player plugin your are using on your site for some reason looses "temporary" cookies (aka session cookies). And since this method is based on sessions, 4images can not determin to which session is belong the request for the file and sends out "pic_error.gif" instead.
The bad news - I dont have a solution on how to fix it, but I'll keep looking
P.S. this is crazy! While examining data sent by the browser and reseived responsed from the server I've learned that when open your page in IE it downloads about 20kb of the file (probably depese on client's internet speed), then it cut the connection and start downloading again that file but under different client name (first request under user agent "Windows-Media-Player/9.00.00.3250" - that is my MediaPlayer version, but second request is under "NSPlayer/10.0.0.3802 WMFSDK/10.0" - I have no clue what this is).