Take some time for reading skin commands.txt...
I'd say the simple solution would be to make a button on that screen that would execute "SETTOPMOST;....;TRUE" with the window name of your video player window -- in that case, whenever the player was not on top, you'd press the button and it would come right up and stay up until you closed it. Of course you can try to put the command following the loading of the application and/or on a timer so it keeps the player on top without you doing anything.
"SETTOPMOST" - This allows you to set/remove the top most ("Always on top") property of any specified window.
Example: "SETTOPMOST;NOTEPAD;TRUE" (Set Notepad "Always On-Top")
"SETTOPMOST;NOTEPAD;FALSE" (Set Notepad to normal window)