How can I save video files to the SD card?

I have an app which plays videos from res/raw/. The problem is that it uses nearly 40 MB of memory, which is way too much. The other version which plays the same video from the SD card uses on开发者_C百科ly around 500 KB of memory. But I can't ask the users of my app to download the videos and store them in a particular folder on their SD card. So I need some way to save the videos immediately to the SD card (in installation/first start) and not load them into memory.

Is this possible?