For what it's worth, I have successfully installed and used ffmpegX on Tiger. However, I'm afraid I don't know what this problem is.
It's a bit of a long shot, but you might want to try this:
1. Open Terminal (in /Applications/Utilities)
2. Type "sudo " (without the quotes, with the space)
3. In the Finder, locate ffmpegx, control-click on it, and select "Show package contents"
4. Open the "Contents" folder, then the "MacOS" folder. There should be a single file there, called "ffmpegX". Drag it into the terminal window.
5. Go back to Terminal and hit Return. Enter your administrator password at the prompt, and hit return again. ffmpegX will load, only this time it will have root priveleges.
6. Go about the installation process. Hopefully it will work now that ffmpegX has root privs. Once done, quit ffmpegX and load it again normally.
Hope this helps.