Hi,
Thanks to all the senior member, knob and makd511.
Actually I have found the answer myself by doing searching on the web.
The mp5 player that I have... it does support .flv movies. but not all the .flv format, only from certain sites like youtube as mention by makd511.
If you dowload videos from sites like youtube, dailymotion and some chinese sites like tudou,sina,and 56.com., then you can play it on the player.
However, if you download from sites like yahoo and myspace, it doesn't work.
I don't know why, but I guess it related to the screen solution. As I remember, this player can only play the movie about 336*200 resolution.
Thanks and have a nice day.