To add to what bigguy said you can upload it in either rar or zip format.. And then link to it... for rar files search for WinRAR and zip files use whatever zip file you have...
Yeah, thats what I do for my videos. (BTW mine are allowed, too, by Capcom Co., LTD.) And right clicking to save can still have some people under the thought that they can stream it to another site, so its safer on your bandwidth and your agreement with with x10Hosting.