Samsung N140 Notebook - Memory stick & Movies??

Have been trying to load movies onto a 8GB Lexar memory stick using my reliable Sony Vaio Laptop to use on my new Notebook. I was told this stick should hold 3 dvd movies no problem.

However, I do not appear to be able to transfer any Movie files succesfully but it will hold Audio files (1900) no problem. It is getting to be frustrating as obviously in theory there should be no problems so would seem somewhere along the line I am messing up or lacking an application to assist.

Any help would be appreciated.