Getting the files downloaded is easy.
<a href=”http://www.robvanderwoude.com/ftp.html”>This page</a> shows how to automated the download of all the files on the server.
Launching the files into Media Player is a bit harder as you need to create a new play list.
What you could try doing to set the play list on the machine at your side and have the file be downloaded with the new movie files. Then as part of the batch file which runs the download launch media player giving it the new playlist location.