Downloading online is not better. There are a lot of resources and they are updated every day.
Downloaded and put on the phone to see, you can also use the phone connected to the TV to see, the TV is able to open the MP4 format video files.
So much better than the CD-ROM, download the software you can look at this, open and directly search for the video you want.
Directly click on the download you can download the video, after the download saved to the computer.