It is not possible to sort a HashMap. If you need a sorted map take a look at TreeMap.
What about adding the rating value to the Movie class and let it implement Comparable?
public class Movie implements Comparable<Movie> {
    private Float rating;
    public Movie(Float rating) {
        this.rating = rating;
    }
    public Float getRating() {
        return rating;
    }
    public int compareTo(Movie param) {
        return param.getRating().compareTo(rating);
    }
    @Override
    public String toString() {
        return String.valueOf(rating);
    }
}
Then you can use your Movie class like this:
public static void main(String[] args) {
    Set<Movie> movies = new HashSet<Movie>();
    movies.add(new Movie(0.6f));
    movies.add(new Movie(0.5f));
    movies.add(new Movie(0.7f));
    movies.add(new Movie(0.2f));
    // Movie.class has to implement Comparable
    System.out.println("First option:");
    List<Movie> list = new ArrayList<Movie>(movies);
    Collections.sort(list);
    printMovies(list);
    // Works without implementing Comparable in Movie.class
    System.out.println("\nSecond option:");
    List<Movie> secondList = new ArrayList<Movie>(movies);
    Collections.sort(secondList, new Comparator<Movie>() {
        public int compare(Movie movie1, Movie movie2) {
            return movie2.getRating().compareTo(movie1.getRating());
        }
    });
    printMovies(secondList);
}
private static void printMovies(List<Movie> list) {
    for (Movie movie : list) {
        System.out.println(movie);
    }
}
Output:
First option:
0.7
0.6
0.5
0.2
Second option:
0.7
0.6
0.5
0.2
If you always want to sort the movies in the same way (from best to worse), I would choose the first option. If you always need different sort algorithms I would choose the second option, but even if your Movie class implements Comparable you can always provide a different Comparator as shown in the example.