IPhone 4S Watch Movies in Sleep Mode?

I have some movies on my iPhone that are really music videos but I just want to watch them while i can turn the iPhone screen off. I have an iPhone 4S iOS 5.1.1 I've tried turning the screen off then pressing the home button twice and pressing play but it doesn't do anything. Although it does work with YouTube I don't want to waste my internet on YouTube.

Huh? You want to WATCH them while you have the screen off? I don't get what you're asking lol

Just buy Samsung's S III

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