What is it that you are trying to do? Using the phone as a modem and stream the videos through the computer or play files located in the phone.
For using the phone as a modem, just go to settings/wireless & network/ tethering....
For files playing, just connect with USB.
If you want to stream video in SGS2 and have it played in an external monitor, I am not sure how it is done, but there are probably apps out there that figured it out already.