I just tested the game and at least the attract mode FMVs play fine. I'm still going to exchange it. Damn I wish I hadn't thrown away the box that Amazon sent the game in. I learned my lesson: open my games as soon as I get them!
Also, guys, do your discs have that PS family logo hologram all around the data side too? It's been a while since I bought a PS2 game and I'd never seen those before.