Hi,
I would just like to clarify that you cannot prevent someone from copying files off a USB (unless your computer has policies set).
My solution would be to create you an app that encrypts the videos you want to play and create a exclusive video player that knows how to play the encrypted videos.
If someone were to copy the videos off, they will not be able to play them without the video player. I can add a password protected feature to the player which only you know so that if anyone else were to get copy the player, they will not be able to use it without the password.
Let me know if you are intrested in working with me.