Ok, well this depends on quite a few things. Do you already have the videos you want people to be able to download on your PC? If not you'll have to find means to transfer them, possibly through a TV or similiar card depending on how you've captured the video you already have.
You then need to convert the video to a compressed format such as divx so that the filesize is small and therefore the video can be downloaded quickly.
Once you actually have a video for people, you can just link to it so that people can download it directly, or you can embed it into a page so that, effectively, the same thing happens but it displays as it downloads.... or you can stream it, but that involves slightly different video formats and more expensive hosting.
Let us know what you already have or what you will do and we can advise you further. Obviously you may be thinking that it's not quite as easy as you first thought!