Below is a GIF hand-made from the frames of that
.mov file, but you can download the tiny
.mov files from the website.
The text mentions:
When the two STEREO spacecraft are launched, they are first placed in a highly eccentric orbit around Earth. In this Quicktime movie, the green dot represents Earth, the white dot stands for the Moon, and the letters "A" (red) and "B" (blue) stand for the STEREO "Ahead" and "Behind" spacecraft respectively. The yellow arrow represents the direction of the Sun, which changes as Earth moves along its orbit.
To me it looks like the arrow points in the prograde direction, the direction that the Earth is moving around the Sun, not towards the Sun.
Am I wrong?