You will need something to encode your movies into some sort of streamable content. Netshow, RealMedia, Quicktime or the like. Once the movie is in a streamable form you would embed it in your HTML using the OBJECT tag and the parameters required by the movie format you choose. Then all you have to do is upload the file to the server. If the server doesn't support your format though it might not stream properly to the user but they will be able to view it and download it.
Internet Media Provider