The file extension of AVI could refer to several codecs, for example Divx, Xvid, or Vfw. I would probably guess it's Divx you'll need, but to be sure, download a program called AVI Codec, and load the file into it. Under "Video" it'll give details of the type of file. Post those details here and I'll retrieve the nessecary codec for you.
Okay, here's the link you should need. Just install that like any other program, and the file should work through any media player, including Windows Media Player.