1. Google for ‘how to store movie on apple tv’.
2. Scan through results until reaching one of seemingly close relevance: in this case, fifth down is an Apple support thread with nearly the same title as your question.
3. Enjoy.
In short, you can’t without hacking it. If you install OS X on it, I believe you can still use the Apple TV OS as a standalone (because someone’s made it available on the internet as a standalone download) but you can effectively use it like one of the many Mac mini media centers. I’d recommend using OSXBMC – well on its way to being an ass kicking media center app for Mac.