Ummm... that may not be such a easy idea to implement, jtivat. The hosting bandwidth needed for even streaming movies is considerable and unless you have a fast server on a fast connection, it will be slow.
Posting a link itself is not a problem - just plop the file in the directory where you normally put your html files and supply us the link. Folks who click on the link will either have to download it or opt to "open" it, depending on how their computer is set up. Unfortunately, due to the nature of MPEGs and AVIs, it will be a load-intensive affair either way and if more than 4 or 5 folks start accessing it simultaneously, its pretty certain your line (and/or server) will get bogged down.
If can post more details about what you intend to do, perhaps some of us here can provide more suggestions.