How to put videos onto a Samsung Blackjack 2?

I recently purchased a Samsung Blackjack 2 along with a 4gb storage card for it. I have a video I created on Sony Vegas and was wondering if I am able to move it from there onto the phone. If possible, how would I? Please include how I would save it as whichever necessary file such as avi or whatever is needed, and how to move the file onto my phone.