BTW: To set your movies as 'unwatched' right click on the file in iTunes and click 'mark as new' then when you view it in ATV it will have a blue dot next to it. This also helps towards ATV auto syncing 'unwatched' content.
That's actually not true. The Apple TV will only show the blue dots for tv shows and their episodes, not movies. I know because I've tried and I wish that it actually did do this.