With movies taken with the camera, no problem:
you copy them back in the flash card of the camera at the same place and with the same name. You should see them appear again in the play list.
You can try to change the directory name and the filename, but the more you change, the more likely the camera will not allow you to see them.
For other movies you have to convert them first to the format supported by your camera. It means:
* same file format (mov, avi, mpg, ...)
* same codec (it is much more mysterious for me...

)
* same pixel size (height and width) and maybe same frame rate in FPS
If you succeed, you already better than me in this field.
Already downloaded some movies converter, always get useless results.
Hope it helps,
Hervé