If you want to record a live video of Muse Monitor in action, then I can highly recommend Reflector 2 by Air Squirrels, this software enables you to have your mobile device screen on your Mac/PC and record the result.
Specifically regarding MusePlayer playback, if you're having problems with using the command line, below is a batch file script, so you can just drag and drop a file on to it, to run.
Set musepath=C:\Program Files (x86)\Muse\
"%musePath%muse-player.exe" -q -v -f %1 -s osc.udp://localhost:5000
Save the above in a file called RunMusePlayer.BAT and the you can just drag and drop Muse format recordings on to it to start it streaming to Muse Lab.
Note that on older Windows machines, the Path to your Muse install may be C:\Program Files\Muse without the (x86) bit.