When setting the brightness in game I cannot see the gray box mentioned in the text, where is it?

On the brightness screen you should see a picture surrounded by four white corners on the top of the screen and another four white corners below with a gray box inside. If you have the Quicktime Plugin "Perian" installed this Plugin overrides the standard Quicktime Plugin and causes the gray box not to appear.

You can still adjust the brightness using the picture as a guide to how the game will look. If you wish to have the gray box appear disable Perian in the System Preferences and restart Bioshock.

This is the only known side effect of the Perian plugin and you should not have any other problems while playing the game with Perian installed. However if you experience problems with any in-game videos it is recommended that you disable Perian before contacting Feral Support about the issue.