MP4 is merely a container.
Should you want to convert them the batchDPG program could work although my personal experiences have been less than stellar so far, others have said it is great and in all truth I have not put it through it's paces.
Moreover MP4 is a fairly new thing at least as far as most sites, programs and video makers/users do not use/support it.
So grab AVISynth:
http://www.avisynth.org/
And a copy of Virtual Dub (or one of it's mods):
http://www.virtualdub.org/
Open up notepad and do as follows paste the following line in changing it for the location and name of your MP4 file:
Code:
DirectShowSource("C:\micromachines_4_gp.mp4")
Save this notepad file with an .avs extension and then open it with Vdub (or almost any player you can think of).
Once you are in there save the file as an AVI.
To do this in VDub click video and select recompress (fast or normal it should not matter). Then click video compression (or ctrl and p) and choose your codec, I use ffdshow with encoder set to xvid but any should do. Then hit file, save as avi and choose a location. A little while later a nice AVI should spring up.
You can get ffdshow in a great little codec pack by the anime release groups:
http://www.cccp-project.net/
Of course batchDPG does this automatically and can be used to import almost any file in any container.