There are many ways you could go about doing this.
Here are a few that I came up with off the top of my head:
1) This is the most common way: Display a HUD and at the bottom of your HUD show some text saying "Press ENTER to close" or something like that. Then in your script detect for the plrusingaction and if they are, then unshow the HUD.
2) Not so common way: Make an avi as you suggested. Play the avi using a story zone. (I don't recommend doing this for single image stuff, not to mention that the avi will take up WAY more space than an image will)
3) Never done method: Download my scripting Mod, learn how to utilize the variables, and set up a pseudo-inventory system. Now edit the setuplevel.fpi, in the section that says "Game Menu" (this is the Pause Menu in-game). Add in a button HUD that you'll code to show the user the LAST piece of story information that they grabbed.
Like I said, you could do this many different ways. The easiest to pull off would be the first one mentioned... then subsequently it'll get harder.
Have fun!
The one and only,
~PlystirE~