Wiley,
More than likely you just lack the correct Codec to play the file. Being an .avi file means generally Windows Media Player as it comes out of the box won't have said codec.
A codec is a device or computer program capable of encoding and/or decoding a digital data stream or signal. The word codec is a portmanteau of 'compressor-decompressor' or, most commonly, 'coder-decoder'.
Options are varied to solve the problem, the easiest would be to Google for a Free Avi player and download it, it will come with all necessary codecs. I seem to remember I used DivX. Once said player is downloaded all the codecs will also be available for other media players such as WMP.
There is no doubt a more elegant solution but I am a luddite and proud!