I presume it is one of the new ones that plays video's?
The video needs to be in the correct format, h.624 or mpeg 4 .m4v, .mp4, and I think .mov (quicktime). There is software out there that dooes this, quicktime pro, videora plus many more.
Once you have it in the correct format you can transfer it over with itunes or as a usb drive e: f: g: etc.
quicktime conversion
Verifying iTunes video conversion