It's strange, I have make a test just now and seem to work correctly. I have create a folder, I have put a movie inside it and I have select the folder. XMM correctly found the movie and add to database.
Create several folders, with several files in each. It will find the files, but when importing, it will say successful, but not actually add the first file in the list. Because of this, I have created a file called 0.avi in the root of my movie folders that always appears at the top of the import list.
Out of the 40 or so times I have imported movies, the 0.avi has only imported successfully about 3 times.