find the program from link below to convert video to 3gp or avi, your mpeg-4 might be correct format, but the file size(resolution)could be larger than the phone screen.
the program has the video converter feature that do what you wish to do.
there is no such players you can install on Nokia to play all kinds of video files, the only way here is to convert all the video you got to 3gp, 3g2 or mp4.
check the program from link below to free download onto your PC or Mac the do the conversion, DVD, videos can all be converted.