Transferring files from an external hard drive to USB sticks and playing USB sticks on XBOX?

I have DVDs downloaded on an external hard drive and I'm wanting to play the videos on my XBOX using USB memory sticks, not the hard drive (my husband will be taking the hard drive with him out of town for a while). I know how to move the files from my external hard drive to the USB sticks but my question is: do I need to convert the files to a special format for them to play on my XBOX? Or is as simple as moving the files over & plugging up the USB stick to the XBOX and wham, it works?