Not quite, although perhaps that method would work.
All you have to do is plug in iPad, boot up iTunes, click on your iPad and then the Apps tab for same. Scroll down to the files section of that tab and click on AVPlayerHD. Then you simply use the navigation pane to the right of that to select .AVI, .MKV or whatever other kind of file you want to drop onto AVPlayerHD. Let the files copy, then disconnect your iPad and you are all set.
A beer for you, sir - should we ever meet.