What kind of movies do you want to put on there? If you want to convert a DVD straight to a movie file that can be played on your PDA, get this program called FairUse here:
http://www.fairusewizard.com/lang_en/index.html
That will convert a DVD to a file, which you copy onto your card. Do this by plugging in the card reader, opening "My Computer", and looking for the new drive that shows up. That will be your SD card, so copy the file created onto that.
Also, if you already have a movie file on your computer, you can just convert it using PocketDivxEncoder, found about half-way down here:
http://www.aximsite.com/articles/link.php?id=215