You probably lack the proper codec for the video you're trying to play.
There is a program called GSpot that you can use that will tell you what codecs a video uses: http://www.headbands.com/gspot/
Just use GSpot to identify what codecs the avi needs and then find them on Divx Digest
and install them individually.
Some might tell you to install massive codec packs but these usually cause just as many problems as they fix.