Locking individual files onto usb to avoid deletion

I would like to put a movie file on to USB keys distributed promotionally and thusly would like to lock the file so that people who receive can't easily delete it.

I don't mind much if it's something that can be circumvented but I'd like to make it at least difficult. I tried checking the lock option in the get info window but this does not prevent the file being moved to trash from the usb and only when the trash is emptied is any mention made of any locking and it merely asks if you would like to delete it anyway.

I tried looking at the permissions of the file in get info on the machine where the file is located prior to copying to the USB but changing these permissions does nothing and it is still easily deletable. How can I achieve this and also, incidentally what is the point of the lock option if all it does is ask people if they mind that the file is locked? If it's only a matter of saying you don't care that it's locked go ahead and delete it anyway, why bother?