Usually AVI files are created using something called a Codec. If your computer does not have the necessary codec then it will not be able to play the video.
A popular way of creating AVI files is using the DivX system as it gives excellent quality and good compression.
You could try looking at the DivX site (click here) and download the free player.
This is on the assumption that the downloaded AVI files you are trying to view are not illegal.