If you have a PC with a built in memory card reader or have an external card reader that connects through USB, then transferring your videos is a simple as moving a file in Windows Explorer.
Before you begin, ensure that the card has previously been inserted in your PDA while it is powered on. This ensures that the PDA's directory structure is written to the card.
Insert the memory card into your card reader and open Windows Explorer. Take a look at the directories and identify the folder used for videos. If there is no obvious folder, simply choose My Documents.
Drag your video file into this folder, remove the card and insert it into your PDA. You should now be able to play the video. Please note that in some cases you may have to switch storage devices so that you can see the contents of the memory card.