Since you don't control what platform the end user has, the answer is generally, no. Specifically, before Windows 7 you could simply write an Autorun.inf file to run your DVD video straight from the USB stick. Windows, however, removed this ability from Windows 7.
One malware that used the AutoRun functionality as a spreading mechanism was the Conficker worm. The Conficker worm added a false “Open folder to view files” action in the action list in the AutoPlay dialog box and if the user clicked on this false action, their computer was infected. And if the user with the infected computer plugged another USB stick in the USB port, also that USB stick got infected.
Steve Mann
MannMade Digital Video
http://www.mmdv.com