Are you able to take a photo of the Moon or stars with the desired exposure?
[EDIT] When you take a photo of the stars, you will need a LONG shutter speed that is not available for shooting movies. If your camera is capable of capture time-lapse movies, than I suggest that you do that.
The Moon and stars do not move very quickly across the sky. Typical shutter speeds for photographing stars in excess of 5-10 seconds, which is why you cannot use a standard movie mode to capture them. You would need to use a time-lapse movie mode, which your camera may or may not have.
--------------------------------------------------------
"The right mouse button is your friend."
