ok, you can reach this menu when click on top the screen on the Rendering button, then in that menu click on the Render...[or just press F10], then a window comes up, with some tabs, chose the Renderer tab, then follow the attachment
i used, the latest Brazil, what you can download free(educational version) from http://splutterfish.com/ , and Max 2008, but i think it's the same with your version, maybe that option is somewhere else in the Rendering panel
mp4 is one of the best compressed video format, 3gp isn't so good, but it's good for sending a video in mms, and flv isn't a video a format, it's a flash file so you can't edit those videos in movie editors, and you can't play them in original video players only in internet browsers
i think the flv(flash) video record format is death idea, mp4 is perfect for everything, or avi(my lg viewty can record in divx format)
oh, and refresh the poll with mp4 format because there are mp4 record "every" new phones
do you mean textures, like jpg, bmp, gif etc-etc? maybe you didn't download those files or you didn't add the correct directory for it(blender can't find the file)