You can download the file from this site. Around mid-page, click the image of a hard drive with a blue arrow pointing down at it to start the download. Just ignore the stupid advertisements.
Once downloaded run the exe file and click the enable button. If you ever want to shut off DreamScene just open the exe file again and click disable. Just as a note for when it enables, It will add a registry file and will reset your explorer so don't be alarmed when your desktop resets.
You cannot add the video file from the control panel, but what you will have to do is right click the video file and click the "Set as Desktop Background" button as shown below. Enjoy!
UPDATE: This program isn't fully functional. When I run a select few programs, DreamScene doesn't reload the video and you will have to reset the background.