watching movies bought on Itunes on a hotel tv

I have downloaded films on Itunes that I hav bought to my MacBook pro.

I would like to put them on a memory stick that i can take with me to hotels and insert in the hotel TV USB port an watch the film.

How do I do this. Copyin the film to the memory stick did not work because the hotel rejected the files.

I am guessing I need to change the format of the film but to what and how?

Thanks in advance for your help.

Michael