GeoLurking has posted several nifty animations of 4D scatter plots created by DPlot on YouTube which you can view here: http://www.youtube.com/user/GeoLurking. These might give you a few ideas for your own projects.
DPlot does not and most likely never will save AVI or other video formats, but there are several low cost screen-capture-to-video utilities out there that you might find useful. Camtasia has worked well for me. GeoLurking used AVS Video Tools.