Nice to hear the audioCD instructions where a good help.
.avi (DivX) and .mpeg or .mpg are usually the best files to look for.
I must confess I am not a movie expert, but in general, when you want to backup a downloaded moviefile (or any file for that matter), you should save it as it is to a datadisk.
The same as you do for a MP3 disk.
I did hoever come across a handy prog that converts .avi to DVD. so you can view your downloaded files on your DVD player.
It's called
DivXtoDVD
But you need to have a DVD burner to use it of course