Thanks To Everyone
I want to thank everyone that replied to my question.
Everything went as planned. I use "My Files" (windows explorer would not work)to make a directory under DCIM and called it Videos. It already had a directory under it called Camera. So now I have Camera and Videos. I copied a video "Recount" an HBO special that I was and extra in. It was a mp4 to start with and it ask to convert before copying to the Videos directory. I said yes to the conversation. It changed it to a wmv file. I then clicked on the Gallery icon on my phone and it brought up three selections: Camera (from the phones storage) Camera (from the SD Card) and it came up with Videos (from the SD Card)
I was able to play this movie/video with no problem. Everything went as planned.
Thanks again to everyone. Yall are fantastic.