Convert a file to DMV to play on mp3 Player!

Hey my dad came back from overseas with a mp3 player, I turned it on and a video started playing I was impressed and wanted to add my own, I saw the file was a .dmv file so I searched these forums and saw a few things, none made sense to me though, I downloaded many programs and whenever I convert the file to .dmv the screen on the mp3/4 player is just fuzzy and everything..

Can anyone give me a step by step guide on what to do?