By recognizing the value directly to the property Source, you "untie" it ... Your control is Imageno longer bound to the database, it has a local value.
In 4.0 you can use the method SetCurrentValue:
this.bgMovie.SetCurrentValue(Image.SourceProperty, myImage);
Unfortunately, this method is not available in 3.5, and there is no simple alternative ...
, ? Source, ? , Source, DependencyPropertyDescriptor.AddValueChanged:
var prop = DependencyPropertyDescriptor.FromProperty(Image.SourceProperty, typeof(Image));
prop.AddValueChanged(this.bgMovie, SourceChangedHandler);
...
void SourceChangedHandler(object sender, EventArgs e)
{
}