If you dont want to burn to DVD disk, You could also use a converter like ConvertXtoDVD to convert the DivX or whatever files.
The Dreambox should be able to read the resulting VOB files. Or you could us the DVD player feature/plugin in the blue panel to play as a complete DVD. It works a treat
I thought you already had a hard-drive installed, I highly recommend you install one regardless of playing Divx files, it will be money well spent.