Hello Owenf1,
You may want to take a look at the article below under the section titled "Syncing manually." That will instruct you on how to get that movie onto you iPhone. (Note: The title states that the article is for iPods, but the process is the same for iPhones and iPads as well)
iTunes: Syncing media content to iPod
http://support.apple.com/kb/ht1351
Hope that helps,
Griff W.