If your confused, just find a copy of Kino Video's _Brothers Quay Collection_. I was in New Orleans and staying at a friend's. I still hadn't caught on to DVD, but he had a player in his apartment. So I went to the Virgin mega-store down the street and found this DVD in their special interests section. I was quite disturbed at first, but years later this (and many other Quay works) has become a major influence on my own music videos.
If you are a fan of early cinema and His Name Is Alive (or anything else on the 4AD label (This Mortal Coil, Cocteau Twins, Pixies) then you should really check this piece out. The DVD contains 11 films and is usually priced at around $20.
Julie Taymor's _Frida_ features the animation of the Quay Brothers in the dream that Frida has in the hospital after her accident. Their animation was disgustedly trimmed and edited for the film, but if you've seen it, you at least have an idea of the brilliance these twin brothers are capable of.
And while your out buying stuff, see if you can find a copy of _Mouth to Mouth_ by His Name Is Alive. It contains the song _Can't Go Wrong Without You_ and the rest of the album is great as well. I found an unopened copy of it on eBay for a fair price. It seems that all the really good music, videos, and film go out of print.