If it's a streamable file (i.e. a .wmv file or similar), then all you need to do is ftp it onto the empeg and then open the link from the hijack web server in Windows Media Player or something.
If it's not a streaming format by default, you'd need some software empeg-side to stream it for you, otherwise you'd just have to wait 'till it downloaded.
But why would this be useful? You couldn't do it in the car, and desktop hard disks are far cheaper than laptop ones - just shove a 120gb HD in your PC, or even an external USB2 one if you want to move it to different machines - far easier, quicker, and better, I'd have thought.
Cheers,
A.