The reason I asked is .....
1st.... the animation has to be the top layer.
2nd... the reason it is disappearing is when you mouse over a folder it is not a direct link ... the amount of transparency determines wether or not mouse over will work trough the animation
3rd... a solution would be for the animation to be only the "car" and add any other art that went with animation to the start menu layers that way the car is the only thing on the top layer and after it passes everything will be accesable
4th...I am not sure how many animated start menus I have done ...a bunch I actually built the first on ever using this type of animation (used to have to animate the top part of the start menu) The 1st one I did using an additional layer was before there was a ST Menu animation builder in SKS I had to do it by code in note pad after 5 days of reading the code for the "Molten" skin.
I said all that to say this some of them require having the actuall All Programs Background image in place , some dont
5th If you would like for me to take a look just let me know 
Harley