Yes, in the Olafur's example the trick is not in the motion tween, what you need to do is to duplicate the instance of your movie clip every frame or every time the user moves the mouse.
If you want to make the trail fade you can add an onEnterFrame() function to the clips and inside this function decrease the _alpha (lower decreasing causes longer trail), if the value drops to 0 then remove the clip, this to avoid performance problems (Thanks Johan Öbrink for the note).
Sorry for don't post an example but I don't longer use Flash so I can't test it here. Anyway I hope this helps you.