Noob Q: Transferring movies to SD card

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http://forums.androidcentral.com – I just got my buddies ultra Violet account and I can save (download) movies to my phone. Well, I clicked on it just for grins to see if I'd give me an option to where to save it and it will only save it to the phone. My Q, can I save it to the phone and then move the file to the SD? If so, how? Thanks! (HowTos)