In an effort to compete with the PSP’s multimedia functionality, Nintendo has released an MP4 patch for the Play-Yan device (compatible with both GBA SP and DS)—to be placed directly into the root directory of your SD card. You’ll have to seek elsewhere for MP4 converting software, but there are plenty of free options out there. Keep in mind that the video needs to be in a 4:3 aspect ratio. Tech specs are as follows:

Resolutions: 128x96, 176x144, 240x176, 320x240, 352x28
Bit Rate: 64kbps-1mbps
Frame Rate: 6-30 fps
Sound Format: AAC stereo
Sound Bit Rate: 16-320kbps
Sound Sampling Rate: 16KHz, 22.05KHz, 24KHz, 32KHz, 44.1KHz, 48KHz