I just found this tidbit of information, but I am still not sure about MyMovies.
6. Convert MKV files for use with an extender
If you want to use Media Extenders with Media Center, you'll have problems playing back MKV files because most extenders don't support them.
However, if you convert the files to DVR-MS format they'll play back perfectly. Install DVRMSToolbox from www.*******/9UeuaL
and launch 'DVRMSto MPEGSetting' from the Start menu. Select 'Convert MKV to DVR-MS - mencoder' and click 'Edit Profile'.
Select 'Read metadata from TvDB and build Sage XML file' and click 'Configure'. Tick the box marked 'Continue on fail' and click 'OK'. Now select 'Move the file specified in Context...' and click 'Configure'.
Uncheck all the boxes and enter your desired conversion destination. Click 'OK' and save the profile, then launch 'DVRMStoMPEGGUI', select the MKV file that you want to convert, specify an output file, choose the profile you want to use and then click 'Run' to convert it.