Welcome to PPCT!
As to your question, it's fairly easy, if a bit convoluted. First, share the folder on your laptop (make sure you remember the share name), then link both devices through wifi. Then on your e830, go to File Explorer, and tap on Open on the menu bar. Type in "\\computer name\shared folder name\" where "computer name" is the network name for your laptop, and "shared folder name" is the name of your shared folder (obviously
). You can then access any files in that folder through any program on your PDA, including Windows Media Player.
You can do the same with bluetooth, but that depends on the availability of the correct profiles on both laptop and PDA, plus bluetooth bandwidth is a lot lower than wifi. For movies wifi is the better choice, though it'll suck the battery dry a lot quicker.
PS - Don't expect too much. The bandwidth restrictions for wifi on a PDA and the much slower processors means that high-bitrate movies won't play very well if at all.