How can I put videos from the Internet onto my Sony Ericsson phone?

I got the videos from Youtube but converted them into a wmv file. Then, that didn’t work, so I converted it onto a mp4 instead, still didn’t work. Anyway, I use a website called Zamzar to convert things. Also, it really copies through onto my buzz but when I click “Play” and then “View” it says something like “This video is not effective” and it never works! How can I fix this – for free – without downloading LimeWire!

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