Use an unlocking ini as described
here. If you don't have Stunts and Effects, just don't bother adding the STUNTRANKPRIZE bits.
That should let you do what you need to do in Sandbox mode. If I was you, I'd go have a look at the movies made on TMU. You might get an idea how to cut your movies together better. If you're not sure how certain scenes have been done, you can ask either here or better at the TMU site, which is geared towards the movie making aspect.
You're probably a little confused why the game is set up how it is. It's because the movie making part of The Movies was never really the 'real game'. The Movies is a Hollywood tycoon simulator, like Rollercoaster Tycoon, or Theme Hospital, with challenges and goals to meet. It just so happens it's got easy to use movie making software attached.
![Stick out tongue [:P]](/emoticons/emotion-4.gif)
And yeah, always best to do your movie making in Sandbox mode.
You'll have a building called 'Post Production' where you can cut scenes, add music, sound effects, voices, fades etc.
The only thing worse than beating a dead horse is betting on one.