Unfortunately, no they can't. Portable DVD players, for the most part, are simply that. They do not have hard drives, and generally due to DRM limitations, they cannot even play back digital copies of movies.
Some portable DVD players include a USB drive where one can play movies stored on a jump drive. This model contains a USB port for which you can do exactly that. This is about as close as you will be able to get, at least from Future Shop, to what you are asking. Keep in mind though, even with USB drives, you won't be able to play digital copies of movies. Once they are put onto a computer, they can only be played on that computer or through one certified media player (eg. Zune). There's also the iPod option by transferring through iTunes.
You could probably get a small netbook for a similar price (if not cheaper, depending on the model) as that if the main thing you are looking for is storage of digital movies. You'd need to look into an external DVD drive that might bump your cost up a bit, but it might be worth it if you are looking for portable storage of digital media in about the size of a portable DVD player.
JB
