Make a file/directory read only on Android?

I have a client who has the need to make a directory of video files read-only (and all the files in the directory read only).

I thought I had an easy solution by putting the files into a playlist and only allowing access to the playlist and video player, locking the file manager and other apps, but the files can be deleted using the controls within the media players (MX Player, VLC and the built in video player tried so far).

I tried renaming the file to start with a '.' as I thought that had worked back in android 2.2 but it didn't make a difference in 4.x.

Worst case scenario, I use a SD card and flip the lock switch and then superglue a homemade cover over the SD card slot to prevent removal, but I REALLY do not want to take that route.