U can load the videos that u want to transfere into your itunes in your computer, one easiest way is to play the video using itunes in your computer, then itunes will save the video, next, you connect your device to itunes, and in the video tab for syncing, check the box for video sync and sync your iTunes with your phone. When sync is finish, you will find the videosin your iPod application inside your device.
Another way to transfer videos from computer to iphone is to transfere your videos to VLC app or to Movie Player application which u can download from the app store.
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