I have one Sufferfest video (Revolver) that I purchased as a download. It's an H264 MPEG-4 file.
I put it on a USB stick and it plays fine on my PS3.
If you have a Blu-Ray player that accepts USB it'll probably work in it.
These are probably the easiest ways that you might have available. Otherwise you could burn it to DVD, or use a PC-TV connector. It depends what hardware you have.
Hope this helps.