Ok, let me do the steps for grandmothers
1. Do you have a micro SD-card
for you device (memory to be inserted into the slot next to to the power switch) ?
See here a micro SD-card with SD adapter.
If you have one put it in (I think it should be face to front) and push it carefully until it clicks in.
If you have none, buy one (8 to 32 GB make sense, dependend on what you would like to put on it).
It should be formattted in FAT32. You can see this by putting the card in the card-reader of your PC (take the SD adapter if necessary).
2. You can now either directly put the movie on the card from your PC or have the card inserted in your Archos and connect it to the PC. The external drives showing up in the explorer belong to the flash ram and the sd-card. First method will be easier and quicker.
3. When you reenter the card into the Archos the media library will be updated. If you now start your music/video/media-player it will list up the corresponding files. Tap to start.