Anyway, the problem is that Apple likes to do stupid stuff to put some crazy locks on hardware and software. I really like the iPad so I'm putting up with some of its problems, but this video streaming thing was getting on my nerves until I found OPlayer HD
So, go to your computer and run a simple HTTP server with some Python magic:
$python -c "import SimpleHTTPServer;SimpleHTTPServer.test()"
BTW, you should do this on a folder where you keep your movies.
Now, install OPLayer and go to the web browser it has. Point it to your server: http://192.168.0.2:8000 for example, and watch/download your movies.
OPlayer also has a feature in which runs an HTTP server on the iPad. With this, you can upload your movies to the device from your computer, any computer.
On a final note, I was hoping this would be something VLC would bring, but what a disappointment. There's yxplayer, or something of the like, that is supposed to do the same thing. I've not tested it, I liked OPlayer, so I won't bother.
Another thing, the battery drains like crazy when playing a video over the network, so