Well what bigtoy
said is the easy way
You also can build your own videoplayer with lot's of programming and microchips but to be honest it's not worth it.
If you need to do it mobile, just use a small netbook and connect it with your screen. Otherwise you can use one
of those fancy UNIVERSAL MEDIAPLAYER devices. They can be connected to almost every screen and play various
video formats from USB stick or SD card.