well the 1st thing is to make sure the file type is listed in your WinMX, on the library page, click settings button and look at the list to see if your file type is there and add it if needed, you should see:-
Video (.asf .avi .mpg .mpeg)
option 1, highlight and click edit to add pother file types in the relevant places
option 2, zip or rar them into zip or rar archives, easy to store and u/l & d/l
unless anyone has a better idea?