Long pressing the send key activates Voice Command and it's settings are located in Start Menu\Settings\Personal.
I'm sure there are plenty of other video players to install. I don't know any that I could name now though. I'm sure someoen will chime in with a suggestion or two. There's also the HTC Fullscreen player that's in the ROM along with WM Player.
Edit: Well there you go
Thanks mcluvntheboss!