One possible limitation of using a USB stick for movies
Most memory sticks are formatted using FAT32 - and I seem to recall that FAT32 can only handle a maximum file size of 4Gb - so if your movie is bigger than that - you may have a problem.
You could reformat the stick using NTSF (which removes the 4Gb limit) but NTSF is not recommended for flash memory as it is a journalling operating system - which means that it writes to the stick all the time - not a good idea when using flash memory because it does actually wear out sometime