I'm not familiar with how to do this, otherwise I'd offer some pointers. I do believe that capture input and take focus seem kind of broken in September UDK in Kismet. If you have capture input set to true, that movie will capture input no matter where you are in the level.
I believe the way we did 3D inventory window in the previous builds (window rendered behind player gun) was with some modifications that no longer exist in the new builds. So in order to find out how we did it, I'll need to dig around in an older version. Unfortunately, I don't have the time to do that right now.
I do know you can capture mouse input from UnrealScript as well. Some default properties to consider when doing something like this include:
bIgnoreMouseInput=FALSE // this determines whether the mouse is captured or not
bPauseGameWhileActive=TRUE // do you want your game paused when this is open?
bDisplayWithHudOff = TRUE // do you want the HUD displayed while this is open?