This is not correct. Movie files do not need to be executable, and never should be! Not that movie files being executable will cause problems, but it’s possible to imagine a scenario where an attacker could exploit it, especially if the files are owned by root. Extremely unlikely, but I work in IT and always think about security :)
You might be thinking of directories, which do need the executable permission to let a user/group/all be able to read its contents.
You should remove the executable permission, see my other reply. Movie files should never be executable, but directories should be.
chmod -R -x+X *
should do the trick, that will remove the executable permission on all files, and set it on directories.