to get video into ur iphone 4, you must have your video's format into mp4, because iphone can only read mp4 files....if you don't have mp4. format, itunes will not put it in iphone...now to get it into itunes, you must go to files, import files to library and find your video, click ok. it should now be in your video section. now plug in your iphone and just sync the whole video library, it should be in your iphone
go search mp4 video converter if u want the video turning to mp4