The movie files itself are ok, so I was looking in the wrong folder before.

Without defined output path, the snap folder will be used as default.
mess nes -nodebug -nolog -aviwrite test.avi -cart "c:\Emulator\NES\Games\Cartridge\Zelda2.zip"
With defined output path, nothing will be saved (c:\temp\) or I canīt find (neither in the snap folder nor in the working directory).
mess nes -nodebug -nolog -aviwrite c:\temp\test.avi -cart "c:\Emulator\NES\Games\Cartridge\Zelda2.zip"
The current solution on QMC2 is, to put in the file name for the movie without using the OpenFileDialog.
The movie file will be saved in the snap folder by default.
Donīt forget to remove the entry if you no more need it, otherwise the recording will not stop (if you use the same driver), even you restart QMC2 or not (setting will be saved).
Correct me if I`m wrong.