Does any know if you can watch a movie on this unit from a USB memory stick?
Welcome to the forum. Since you don't specify which unit this unit is, I can only speculate. Some can, some can't. Why not try it and see? Be sure to post us the results.
PS: If it can, the movie likely will need to be XviD or DivX in an AVI container, and your player will need to support that format. The Manual may also be a good resource.