It will depend where you found the films.
If you were using XBMC, then instead of the last click required to play a film, press the Menu button your remote, or if your remote has a QWERTY keyboard then you can also press "C". One of the options should be similar to Add To Favourites (or possibly the Americanized version with Favorites).
Next time you're using XBMC and want to watch the film, click on the little star icon in XBMC's homescreen, next to the power/standby icon. Press the Up arrow/cursor on your remote once or twice, and you'll see the latest additions to your favourites.
If not in XBMC, let us know and we'll see if it is still feasible.