Assuming that you might be using Adobe Reader X, it has a specific set of options dedicated to full screen view:
One specific option deals with clicking during full screen mode:
Left click to go forward one page; right click to go back one page. With this set, one is more likely to jump pages rather than obtain the desired result (of opening a video in this case). It is even more likely to experience this behaviour if the
hyperref settings are such that document hyperlinks do not show a border, making it difficult to identify the physical location of the hyperlink.
As mentioned, these settings only pertain to full screen mode. As such, you will not experience the same jumping when not in full screen mode, validating your current scenario.