AVI is not really a format or codec, it is more of a container
that interleaves a video of one codec, and an audio of another
codec together to make a video.
So you can actually have a file of in the naming convention of
movie.avi, however the codec used could be rmvb, or h.264, or xvid
for example, hence you would still need the respective decoding
codec to extract info from the container avi file and play it.
For beginners, and the most fuss free way, is to go to
free-codecs.com, and get the xp codec pack on the left column, it
contains about 85% of the most frequently used decoding codecs so
very high chance you'll be able to play most videos off the net.
Its also best you use the media player classic coupled to it
because the default windows media player no matter what version
just doesn't cut it.