why do i have to re download movies from icloud

Hi There.

I had downloaded "Cars" for the kids. We have watched it many times on the mac. But all of a sudden it is gone and the icloud download button has appeared next to it in itunes.

Why did it go?

I went to play it, but it had to down load first.

What has happened here?

Did i do something wrong when I originally downloaded it?

Thanks

Shane2857