Trying to sort through the various TV Specials and OVA's for Pocket Monsters can be quite a difficult task.  TV-Tokyo often advertises the airing of Pocket Monsters movies and Mini-Movies as specials, making many people think that "Oh, Special #5 is the third movie."  Here's what I understand the various specials to be, and hopefully I can clear up some confusion:

1998/1999/2000/2001

Japanese Title:  "Yadokingu no Ichinichi" 

(Yadoking's Day)

Air Date:  January 1st, 2000 (Japan)

This special aired on TV-Tokyo as the last of four episodes shown on New Year's Day (a rerun of Episode 39, "Pikachuu no Fuyuyasumi", and the new episode of the time, "Ledyba's Flute").  "Yadoking's Day" is about 15 minutes long and consists of nothing but pokemon-speak--similar to the mini-movies that air with each theatrical movie.  It has since been rerun several times on TV-Tokyo.  4Kids never dubbed this, probably due to its length.

Japanese Title:  "Myuutsu!  Ware wa Koko ni Ari"

(Myuutsu!  I Exist Here)

American Title:  "Mewtwo Returns"
Air Date:  December 30th, 2000 (Japan)
VHS/DVD:  July 7th, 2001 (Japan), December 5th, 2001 (US)
Episiode Comparison Available
Critics' Thoughts
Website: www.mewtworeturns.com

Myuutsu, since its adventures in the first movie, has since been hiding away on an island with all its clones.  Myuutsu, who's been living there for a few years now, is happy and content.  No one's bothered it because back in the first movie, it used its telepathy to erase everyone's memory of its existence.  So anyway, Satoshi-tachi are travelling through Jouto as it starts to rain, and while trying to find shelter they befriend a young girl.  As they're talking at her place, the Rocket-Dan appear and kidnap Pikachu.  Their balloon gets caught up in the windy storm, so the Rocket-Dan, Pikachu, and Satoshi-tachi (who are holding on to a rope hanging from the balloon) crash, right into Myuutsu's island!  Sakaki, who had found out about Myuutsu's location (who still remembers the events of the first movie), appears with a whole bunch of Rocket-Dan members.  They lock Satoshi-tachi and Musashi-tachi into prison cells while they use two robots to shoot energy beams at Myuutsu, paralyzing it.  Will Satoshi-tachi escape!?  Will Sakaki get his hands on the legendary pokemon!?

Japanese Title:  "Pikachuu no Fuyuyasumi 2001" (OVA)

(Pikachu's Winter Vacation 2001)

VHS/DVD:  December 22nd, 2000 (Japan) This is the third in the series of Pokemon Winter Vacation titles.  The two titles are "Delibird's Present" (デリバードのプレゼント) and "White Story" (ホワイトストリー).