Open My Files - Settings - Check Show Hidden Files - browse to .samsungmediahub (or videohub something) - contents and move downloaded movies to extsdcard..
The movies can only play with the device, since its DRM protected and can use MHL 2.0 adapter/allsharecast hub to play up to TV.
How to convert and remove DRM, that I dont have a clue. Have never heard about .pvy format until today. Maybe someone else can answer that.