The video does not exist (anymore) but I could watch it before and alas it didn't make clear what's happening, it looked like there's some copy action going on.
I take it you assigned an action to Shift+mousewheel (which is moving notes horizontally by default) to change velocity, can you describe what exactly you did?
Please also check this thread on reporting bugs in a concise and easy to understand way:
http://forum.cockos.com/showthread.php?t=36653