Mylenium's right. Here's why -- I'll tell you how to do it in AE lingo. Ask yourself if you understand any of it.
Add your video to the comp. Add the frame layer above it. If the screen doesn't have transparency already, mask out the screen, duplicate the layer and reverse the mask. Turn it off temoporarily. Scale & position the video to fit the screen under the two layers, and mask the edges if necessary. Turn the screen-only layer back on, add one of the blend modes & mess with opacity & the Levels effect for a bit extra realism. Add the Hue/Saturation and Levels effects to the video layer and tweak for a bit more realism. Parent everything to the device frame layer and you're all set.
Didn't understand it? That's why Mylenium provided the link.