What you are asking for isn't exactly clear. But I am assuming you are asking how to install codecs on your phone. It is not like a PC, you can't install codecs.
My buddy can watch movies on his iPhone and I'm just trying to do the same. We're both techies and trying to figure this out. I don't mean movies like on YouTube, those are no problem. I mean, like, Batman Begins and stuff like that. He needed the codecs to be able to watch them on his phone and we assume that I need the same.
There is no way to install codecs on your phone, you'll need to convert the video on your PC to a suitable format that the phone can accept. There are many applications to do this, here is a new one which is free: ViO Video MobileConverter