I am not sure this is possible. Some people in the past reported that it was not possible to watch movies without a data connection.

 

What stops you from keeping the downloaded movie?

 

Digital Rights Management software. There is an entire industry built around it.

You can actually keep the file, but it won't do you any good if the DRM won't let you play it.

-SF

 

I have not had any luck with renting movies and having them available without a wi-fi connection. The movies you rent in the Android Market are supposed to be able to be made available off-line, but I've tried twice and it hasn't worked. I just burn movies from disc using Leawo DVD Ripper. It works well.