I had a little bit of trouble finding the answer, Sony doesn't make anything easy on you.

Take a look at this page, it will help you out.

Types of files that can be played

Hopefully some of your videos are in the required filetypes. If not, there are lots of decent freeware converters out there for video, like on download.c**.

I do not know why your MP4 file didn't work... but the page I linked to says that it could happen with certain files, its just one of those things.

Good luck!