I will try and see if I can provide some suggestions even though you have left out some information. I am guessing you have a CD-ROM with a movie on it that you want to share with others on a website. I am going to base my suggestions off of this scenario. First thing you would need to do is to get the movie off of the CD-ROM. You can do this a few different ways. You could use burn software such as roxio or easy cd creator and burn the disc to an image file. You can then zip the image file to compress it and then ftp it to your website and create a hyperlink to it. If the movie is in .wmv, .mpeg, .avi, etc... you could just copy the file from the disc to your hard drive and then ftp to your site after you zip it, or you could just ftp it to your website from the disc itself.
I hope this helps a little bit, it is really hard to help you because you have not provided enough information. Do you have a webserver that has space for the file (both storage and bandwidth) or do you need to place the file on a filesharing site and then make a link to it from your page. What format is the movie currently in on your CD-ROM? I am figuring it is probably just an avi or mpeg. Just post some more information so we might be able to help you better.