All you need to do is to set up your network, share the dir with the movies with read-only access and you should be set, it is really that simple, the exact same as streaming videos between two windows machines. We make too much of SAMBA, always making it sound like such a mission to set up properly but I honestly believe Mandriva will have a pretty straight forward networking wizard.
Once you have set up your samba, on the windows PC:
Start-> Run-> //192.168.0.x or //my-linux-machine-hostname
This will open file explorer with the shares visible. You can try through Network Neighbourhood, but that always takes to long for me, the above example is a straight link to the Linux PC.
I would highly recommend that you get a cheap switch, it does make life a lot easier. Crossover cables will work, but just every now and then either windows or Linux will have a bee in the bonnet and you will have to reset the network.
Just plug the cable between the PC's, run the network set up wizard on both machines and you should be set. I have not played with Mandriva in a long time, but I figure it will have a very easy to follow wizard to set up a normal network. And for sanity sake, use static ip's, I'm not sure if you need a hub/switch to do dhcp, so use static for starters.
On my home network I have been using static IP's for over 8 years now and have never had a mayor network issue. I can only see the benefit of DHCP if you go over x amount of PC's (say over 10 PC's). Much easier to maintain, setup and troubleshoot a network with static IP's IMHO.