To load movies onto the Palm's SD card a card reader is the fastest by far. If you don't have a card reader you can use an app such as "Card Export II" which will turn your TX into a card reader for its SD card.
I use an app on my Mac to record movies from the satellite TV reciever and turn them into .avi files for viewing on the TX.
A freeware app called "TCPMP" is probably the best app to put on the TX to view movies.