Quick update and a request for one last bit of help...
Using 'Any Video Converter' (free version), I was able to convert the .mp4 files, from YouTube or progetto-snap, using the MPEG1 codec and they work great. The one thing that I needed to do to make that work was to change the file extension from '.mpg' to '.mpeg'.
The issue I have is that when I select a game that has a video preview, the sound from the clip continues in the background while the game is being played. Is there a way to fix this?