Making .ts Files with MPEG Streamclip
MPEG Streamclip on a Mac is a great, free tool that will allow you to play back video. It has a lot of other cool features though, such as the ability to multiplex video files with audio files to make an MPEG-2 Transport Stream. In order to do this, you'll first need to convert your video file to an .m2v file (MPEG-2 video file) and an .aiff, .ac3, or .m1a audio file.
Once you have your .m2v file and .aiff, .ac3, or .m1a audio file made, then change the names of those files to be exactly the same (i.e. yourvideo.m2v and yourvideo.ac3). In the finder, put your .m2v file into the same folder with your audio file. Open MPEG Streamclip, then drag and drop the .m2v file into MPEG Streamclip. MPEG Streamclip will automatically pair your video with your audio and you can watch it to make sure it's in sync. If you're satisfied with the sync, then go to "File" and choose "Convert video to .ts". This will give you a few more options with regard to the audio encoding. Make your selection and then let MPEG Streamclip pair your files and save out the .ts file.
Then you can load your video file onto whatever video player you have that'll play back a .ts file. If you have problems with the audio or video not playing, then you may have to start over and check to make sure that your audio and video was encoded to work with the device.
Go here to download MPEG Streamclip: http://www.squared5.com/