To add to what toinbach says, AVI is a data file CD format, not DVD. There are players that automatically detect the difference and work with either format. If yours works only on DVD format however, it will not play an AVI file or any of the CD Data videos like MPeg or Wmv.
You can record CD DATA files on a DATA DVD but they won't play on a DVD player unless it reads both DVD and CD Data formats. I know that sounds confusing but don't blame me, the computer industry is still evolving.