download a little prog. called GSpot http://www.divx-digest.com/software/gspot.html
to identify what codec you need to play that file.
From there, do a search from internet, download and install the codec.
Try this:
Windows Explorer\Tools\File Options\File Types, find out your .avi extension file that related to IE. Highlight and delete it.
Next time when you double click your .avi file. It will ask you what programe to open it. Select Media Player.