As long as it's your own content, or it's not copyrighted material, you can use a program like Handbrake to convert it to AVI or MPG or WMV or something.
http://handbrake.fr/
if it doesn't save your video to your hard drive correctly, download and install the K-Lite Codec Pack, then try again. It's a set of different formats, no actual programs with the possible exception of MPC which is a stripped down version of Windows Media Player (sorta).