It would help if you would clarify what purpose the movie was for. If it's for compositing, you will have to use maya live, and that feature is only available in a maya unlimited. If your trying to apply an animation file to a model, just go to your hypershade and scroll down till you get to a icon that has movie next to it. The icon will have a number 8 on it aswell. Simply click on it and apply it to your model.

Edit: The movie file has to be an image sequence.