Avi is a container, not a codec. You can play them with wmp, but you'll need the correct codecs. Since you say just avi, I can't help you with finding the correct codec. If you've downloaded a movie, then it most likely encoded with divx/xvid codec, which you can get from www.divx.com.
I find that using VideoLAN can open practically anything without having installed codecs at all (including DVDs and ISOs), but yeah, chances are you have a DivX file on your hands, you can get a codec for free from the website the last guy provided.
i have some AVI files and i've downloaded the Ace Divx Player and the GDivX Zenith Player to play those avi files but...theres i can hear only audio but no video?? what should i do?? ..
Sounds like you're just downloading players, you need the codec itself. Go to www.divx.com/divx/play and grab the free download.
Avi is just a container, which holds video track and audio track, and they are encoded with codecs. Players can play avi files, but you still need codecs. Vlc player is the best player, since it can play most videos without codecs: http://www.videolan.org/vlc/