There are several guides in this forum on how to do that.
Basically, connect and mount the phone via usb any copy your converted videos to the video directory. They will actually play from any directory, but to keep the drive tidy, it is good practice to put files in their appropriate folders
For conversion there are also several great posts on what needs to be done. I use a free program called handbrake that works very well.
Again, there are many post with much more detailed instructions, but this basically what needs to happen.