Gr☺uch☺: It depends on the AVI and how it was coded. Different programs use different "codecs" to encode the move in .avi format (or other formats). Some will play on Windows by default, while others will not.

Wiki page on Codec's: http://en.wikipedia.org/wiki/Codec

Basicly - some codecs will make files smaller, while others may keep the audio beter, while others will keep the video better. This is at least how I understand it - at least without getting very technical and such.