I am making a short movie myself....my second one actually....yes I am the closet modeller.....I do stuff just no one knows about it
Now I believe the kinda rendering you are looking at is Keyframe animation.....I am currently working on animation along a path. Keyframe animation you may already know what that is. You have to set whatever it is that you want to happen into Keyframes along a timeline. Or what BabyD said holds true it will only render out the single frame.
What you want to set is in RenderGlobals as undseth said. Go there and set the 'Image Format' to AVI and then set your Start frame and End frame. Make sure you render out every frame....so choose 1.00 in the 'By frame' menu. Render all should also be chosen.
After that choose all your other settings as you would for a single frame model...resolution etc.
Hope that helps you out
And maybe....just maybe I got this right....LOL