I might be reading it wrong... but presuming SeFilm.sh is actually the script you're wanting to call and WatchAMovie isn't, it's kinda backwards.
From a quick glance at http://developer.kde.org/documentation/tutorials/dot/servicemenus.html
it looks like it should be:
[Desktop Action WatchAMovie]
Name=Watch a movie
... or something like that. If I'm completely wrong feel free to call me an idiot. :)
EDIT: You'd then have to look at passing it the variable for the filename I presume... and handling that arg in your shell script.