I suggest the official software that comes along with your MP3 player or using iTunes. If you lose the instructions, try to find the User Guide from the manufacturer's "Customer Support" webpage.

Another method you can try is to use a USB cable, since many modern MP3 players support this. Figure out what video formats your MP3 player support (mostly AVI, but you'd better refer to the user guide), download videos to your computer, convert the videos to AVI or another supported format with a video converter program, such as imElfin Video Converter, you will get an AVI version. Connect your player to computer via the USB cable, copy the avi files to the videos folder (or create a video folder as you like) and check whether the videos gets synced on your player.

Download imElfin Video Converter here:
http://imelfin.com/video-converter-download.htm

Good luck!