.avi is Audio Video Interleve. It's a container type video file that contains an audio and a video stream which are translated using what are known as codec. Anyways, I'm sure I'm overloading you with unnecessary information. Point is, it's a video, and I suggest using VLC (Video LAN Codec) [http://www.videolan.org/vlc/] to view it. If it won't view on it's own, you're probably lacking the specific codec needed to view the file. If you're on a PC, try installing the K-Lite codec pack.
http://www.codecguide.com/download_kl.htm