Hello -
I just bought my Asus Nexus 7 yesterday.  Following the same basic procedure as I use for my Asus Transformer TF101, I convert the video file format to MP4 if necessary and use my computer to copy the MP4 file to a micro SD card (external storage) and insert it in the Transformer where it's listed and I can select and play.
When I attempt to copy the same MP4 file to the Nexus' internal downloads folder, I get a warning that the video file may not play followed by the option to "skip" or "continue".  When I continue, the file appears to copy, but when finished, I can't find it anywhere on the Nexus.  Even if I power down and then power up, I can't find the file in any of my internal storage folders.  Is it being copied somewhere else?

I hope someone can please tell me what I'm doing wrong.  Thanks.