How Can I use Apple TV with my iPad Movies (AV Player HD App)

I have just set up an Apple TV and all is fine, except I do not seem to be able to play the movies I have on my iPad that I in the AV Player HD App.(a great app BTW).

I do not put my movies into iTunes any more as the App is perfect for watching movies on my iPad, but I want to see them on my TV, so I went and purchased the Apple TV. The Apple store guy said I would have no problems watching movies on the Apple TV from my iPad.

So is there a trick to this or am I missing something here ?

What do I need to do to overcome this glitch, or is it an Apple trick to make me convert all my movies to iTunes.

Also I have many movies on my external HD. So how to I get the Apple TV to play them ?