But how much is too much when it comes to shelling out a little more for convenience, and are you really getting what you pay for? This week, I tested what could be thought of as the ultimate convenience: a box that plugs into your television and Internet connection, letting you download movies whenever you want to watch them. The box costs $399 and doesn’t include the price of movies, which must be rented or purchased for fees as high as $4 or $20 each, respectively.

This box, called Vudu, comes from a Silicon Valley company of the same name (www.vudu.com). Vudu’s biggest strengths are its easy setup, good picture quality and simple user interface, easily navigated using a scroll-wheel remote control.

Vudu costs $399 plus prices to rent or own each movie title.

If the director yelled “Cut!” right here, Vudu would be a box-office smash. But actually using this device is just one problem after another. For starters, though Vudu says it has relationships with the major Hollywood studios, many of the 5,000 titles it offers don’t seem to be popular by mainstream standards. Lots of them are old or obscure. For instance, you won’t find any of the “Pirates of the Caribbean” movies, but how about a 1984 sci-fi/fantasy movie called “The Ice Pirates,” instead?

If you do find a movie that you’d like to watch, you must have a bandwidth speed of at least two megabits per second to download it instantly; millions of broadband homes have slower connections than that. Vudu offers to measure your bandwidth on its home page before you buy it. I tested Vudu for a week on a typical home-type DSL line, and my connection only clocks about 1.5 Mbps, so it took me about 45 minutes to download each movie.

While Vudu’s $399 price tag might take some getting used to, its fees for buying or renting each movie could be harder to swallow after a month’s worth of use: as much as $80 if you bought one top-tier movie a week. Worse, you have to pay in advance. Rather than charging your credit card on a pay-as-you-go basis, Vudu customers must choose a $20, $50 or $100 amount at setup from which movie fees are deducted. When your account hits $0, the amount selected at setup is charged and the debit process begins again.

On top of all this, Vudu relies on a peer-to-peer network system for faster downloading. So, essentially, this company is using your bandwidth to help it save money it would have otherwise spent on its own servers and bandwidth.

I set up Vudu in a snap, plugging it into three things: a wall outlet, the back of a high-definition Sony Bravia television and an Ethernet cord. Wireless connections won’t work with Vudu without a special “bridge” or a power-line adapter. Once Vudu turned on, a friendly voice guided me through setting it up, and I got started in minutes.

Vudu’s home screen is broken down into five menus: Find Movies, New Releases, My Movies, My Wish List and Info & Settings. I used the tiny remote, which fits perfectly in a hand, and rolled through menus using its scroll wheel. This wheel can be pressed down to select something, saving me from glancing down at the buttons. Also, Vudu uses an RF (radio frequency) antenna so you don’t have to point the remote at it.

In Find Movies, I looked through 18 genres, including biography, romance, family and historical. A sorting feature can filter movies by release date, MPAA rating, critics’ rating, studio, availability to rent and availability to own. An on-screen alphabet can be used to type in names of actors, directors or movie titles; the scroll wheel speeds up this process.

Parental controls, which are only accessible with a special code, can be set to block a child from buying or renting movies with certain ratings.

Vudu likes to think of itself as the instant-gratification alternative to running to the video store. But not many people I know still go to Blockbuster for a DVD; instead, they use mail-delivery services like Netflix. Compared with the 85,000 titles offered by Netflix, the selection at Vudu is pretty slim. A more similar comparison might be Amazon’s Unbox for TiVo, which has slightly less than 5,000 movies.

Though I couldn’t find numerous titles, I did discover plenty of movies I’d never heard of. A search for last year’s “Casino Royale” returned Robert DeNiro’s “Casino” from 1995, as well as two Asian films, “Casino Tycoon” and “Casino Tycoon II.” Since I never saw Helen Mirren’s “The Queen,” I tried to find her Oscar-winning performance on Vudu. But the closest I came to royalty were “Barbarella: Queen of the Galaxy,” an alternative name for the cheesy 1968 Jane Fonda sci-fi flick, and “Prom Queen,” which fell under the Gay and Lesbian category. I tried to laugh this off by watching Steve Carell’s “Evan Almighty.” But typing “E-V-A…” into a title search only returned “Deliver Us From Eva,” an R-rated 2003 comedy starring LL Cool J.

I searched and found the same three titles on Netflix, though Amazon Unbox only had “Evan Almighty.”

I downloaded two romantic comedies: “Music and Lyrics,” starring Hugh Grant, a $4 rental, and a Diane Keaton movie called “Because I Said So,” which I bought for $20. I also rented “Zodiac,” a suspense movie starring Jake Gyllenhaal, for $4. Movies that you own never expire, but rented flicks must be watched within 30 days and expire 24 hours after you start watching.

In the case of each movie, the original estimates for time to download were daunting; two started out by estimating “Available in a few hours” and one movie’s estimate read “Available in a few days.” But all three finished downloading in about 45 to 50 minutes. Only one movie can download at a time.

While watching movies, the remote’s scroll wheel can be used to fast forward or rewind scenes. Scrolling faster moves you farther ahead or back (the fastest jump moves you 30 minutes); the slowest scroll moves you ahead or back five seconds.

Vudu might cast a spell on users who don’t mind its poor selection and high-bandwidth requirement to deliver instant downloads. But for me, the convenience of Vudu is no convenience at all. As is, its lackluster selection, high prices and slow downloads make it more of a letdown than anything else.

Edited by Walter S. Mossberg

Email mossbergsolution@wsj.com

This week I tested Jaman.com, a Web site that gives users the chance to download independent and international movies from the Web directly to their computers. It also serves as a social networking forum where movie watchers can read one another’s reviews, write their own comments that run alongside the film, and join groups with people who have similar tastes in movies. Jaman (pronounced jah-mahn), has 1,800 titles. It charges $1.99 for rentals, which can be watched for up to seven days, and $4.99 to buy a movie outright.

Jaman.com’s home page (above) suggests movies for downloading, such as ‘Inside Iraq: The Untold Stories,’ and comments can be seen in a side panel while the film is being watched (below).

Jaman isn’t alone in the online movie downloading business, and its competitors boast bigger selections. Just this year Netflix Inc., known for popularizing DVD rentals through the mail, started offering its own movie downloads. So as to encourage this new method, Netflix builds movie-watching hours into its monthly plans, which range from $5 to $24 and include a certain number of hours during which downloaded movies can be watched. Of the 85,000 DVD titles available on Netflix.com, 4,000 titles can be downloaded.

Blockbuster Inc., which followed Netflix into the DVD mailing business, showed an interest in the online downloading method last month when it acquired Movielink LLC, a movie downloading service previously owned by Hollywood’s major studios.

And Apple Inc., which began selling films for $10 to $15 a year ago on its iTunes Store, offers over 500 movies. Amazon is in the game, too, as is Microsoft.

But Jaman hopes its niche films and viewer-comments system will set it apart.

I took a close look at Jaman, downloading movies from various countries, posting comments about them on the Jaman.com site and reading what others thought of the films. I used a Mac and two Windows computers running Microsoft’s Vista and XP operating systems, and tried Jaman on all three major Web browsers. The site itself can feel a bit overwhelming, jumbling a lot of text together on pages that lack a clean central place where every element comes together. More than once, films blacked out in midplay, and Jaman’s community aspect didn’t seem as well-organized or integrated as I had hoped.

Jaman has another major downside: It forces every user to designate some of his or her bandwidth to distribute movies for the company, using a peer-to-peer program. Community network setups like this aren’t unheard of; Skype and many others use such setups. But these other companies are often free, while Jaman is charging users for movies while simultaneously using their bandwidth to reduce strain on its own servers. Participation in the peer-to-peer network is required while downloading a movie but can be stopped at all other times. Even so, this is a real chink in Jaman’s armor.

Jaman.com drops users into a site where five movies are showcased, showing their trailers one after another. Other titles can be searched according to region, categories and genres, top movies or films made and submitted by users. I skimmed through flicks from Asia, South Asia, the Middle East, North America, Europe and Latin America. A useful feature displayed details about a movie when I held my cursor over its title including a description, the movie’s Jaman rating (out of five stars), duration and genre. Jaman doesn’t sort movies by duration, which would have saved me time while I was looking for a short film to download for a cross-country flight.

I was surprised to notice that none of the movies prominently displayed Motion Picture Association of America ratings. Jaman explained that these data are buried within a sub-menu of details about a movie, but many films didn’t list ratings — even those with MPAA ratings.

Three rentals come included with each Jaman membership, which was free and quickly obtained in my experience, though a friend of mine had trouble when he didn’t receive Jaman’s email verification with two different addresses. I downloaded and watched movies from Mexico, the United Kingdom and North America, and watched a 21-minute Japanese short film that streamed directly from the site and didn’t require downloading. Community comments and reviews helped me pick movies, especially Jaman’s own one-line summary that it calls “Our Take.”

To download and watch movies from Jaman, users must first download the Jaman player. But this player doesn’t work with the Web site as smoothly as it should. For example, after reading various reviews of movies, I found a comedy from the U.K. called “Nobody The Great,” and opted to rent it. I downloaded the Jaman player but it didn’t recognize that I already signed in and chose the movie to rent on the Web site. I started over by signing in, finding the film and choosing the rental option, this time using the player.

“Nobody The Great” turned out to be an amusing story about two English guys who find supposed terrorists in their home but are more concerned about not ruining an evening planned with two women. The film is only 47 minutes long and 753 megabytes, but it took about two hours to download using a broadband connection. The most maddening thing about downloading the movie using Jaman was that the estimated time until completion kept changing dramatically — one moment it read 224 minutes, the next 69 minutes, then 22, 40 and 17. Other downloads followed this same wacky pattern, some worse than others.

After watching a movie, I was prompted by Jaman to rate the movie or to write a review about it. Jaman uses email messages with links to join discussions with others who saw the same movie. These discussions groups are more like blogs, with each person’s comment listed as a different post. Some of the movies that I watched hadn’t been reviewed in a while, so I wasn’t as inspired to add my comments as I might have been if there was a live discussion taking place.

This staleness was experienced again in one of my favorite Jaman features: comments that run on-screen during a film if you’re online. These can be hidden so as not to distract the viewer, but I found some of the comments really interesting. For example, while watching a subtitled Mexican movie from 1995 called “El Callejon De Los Milagros” starring Salma Hayek, comments appeared roughly every 10 minutes from a user named Cinequest. I later learned that Cinequest represented the Northern California motion picture institute of the same name and that the comments left weren’t live but were stuck to the movie so that anyone watching it could see them. I was free to leave my own comments, but I didn’t have quite as much to say about camera angles as Cinequest. The film director’s comments can also be seen here.

Jaman says that its road map includes plans for live comments, which would encourage more interaction with others as if watching a movie with friends.

Though I didn’t spend a majority of my time there, Jaman’s Community section seemed a little weak. Groups like “Bollywood 101″ and “Cult Movies” had members and comments left by these members, but still seemed somewhat disconnected from films. For example, preview clips of certain movies were posted to share with the group, but most of the comments made by the group weren’t related to the clips.

Jaman introduced me to new films that I wouldn’t otherwise have found. But its peer-to-peer system and its overall lack of real-time comments were frustrating. I’d also like to see Jaman reorganize the look of its site so it doesn’t feel so cluttered.

Edited by Walter S. Mossberg

Email mossbergsolution@wsj.com