Try the (paid) app Act 1 Video. It can be made your default video player on the X and does a GREAT job with videos.
It comes with an app for your computer, too. A bonus is that the Act 1 app on your computer will translate a DVD movie into MP4. Just insert your DVD and launch the Act 1 app. Then, you can drag/drop onto your SD card and watch your own movie videos played in HD quality and with terrific sound, particularly if you use your earbuds.
I've done several of my movie dvd's and keep them stored on my computer. When I know I'll be traveling (or just in the mood for a mini-size movie), I will put the movie of choice on the SD card, removing one I've already seen. The movie files are huge (like 1 gig each), so storing them on an X is not a good idea.