".AVI" is just a container - the actual video and audio files within can be of a variety of formats. Undoubtedly your audio file is encoded with a codec that WMM can't handle. "Codec" is short for Code - Decode, or the actual mathematical algorithm which is used to compress the analogue signal into digital form, and then convert it back to analogue later.
VLC will play almost any combination, and can be used to transcode to different formats, but I've always found it to be rather hit and miss for that purpose. I use a free video converter called "Any Video Converter". I've just converted a short .avi clip to WMV using it, and that imports into Windows Movie Maker and plays OK.
If you want to get VLC make sure you obtain it from a genuine source. The Videolan website redirects to here:
Download VLC media player from SourceForge.net
I've just downloaded it and neither Avast! or Malwarebytes find anything wrong .
Any Video Converter is here:
Free Video Converter - Any Video Converter Freeware - convert video free to AVI, MP4, WMV, MKV, MPEG, FLV, SWF, 3GP, DVD, MP3, WebM, iPad, Android, PSP, Tablet PC