Downloading videos to my mp4

I'm not sure if this is exactly legal, but.

I downloaded a few videos to my computer to put them on my mp4. (Sony Walkman) I tried to upload them using Realplayer, and it said everything went down fine, but when I looked on my Walkman, the videos aren't there. So I tried to do it again like, twice, and this morning I tried it again using Windows Media Player instead. It said that there was an error, the videos weren't the right format, and WMP couldn't convert it.
So what I want to know is, what is the right format for putting videos on my walkman, how can I convert these videos to that format, and if I can't do that, does anyone know where I can get KH videos that are the right format.

Thanks so much!
-Mocha Daisy

 

There is a disc that should come with the Sony Walkman that installs 'Image Converter'. Use this instead of Realplayer.
As far as I know, '.m4v' file types are the only ones Image Converter can't convert.
Hope I helped :)

 

well first they have to be mp4 format other formats won't work (i tried but didn't try wav :3)
and you have to use the image converter program that came with the disc (you got a disc right ??)

and if there not the mp4 format you should find a converter that convert's it to mp4

well hope that it helps ^^