Select a simple theme like Sage or one similar.
Type Command + i to bring up the menu's info window:
Next create a blank, black (or other color) image file at 640 x 480 and drag into the center bin that the cursor is in above.
Now select the menu title , Sage, and delete it giving you this:
Add your movie/slideshow to the menu and set the button to text:
Select the text and type Command + i to bring up the Button info window and set the text color to black:
Finally again bring up the Menu info window and change the highlight color to black
to change this:
to this:
That's what you'll see when the autoplay is finished and the project falls back into the menu.