.avi videos are not suitable for online playing.
The .avi structure requires the file to be fully downloaded before player can play it (or some "smart" players can download beginning and end of the file, but good luck find one
)
Also, keep in mind, windows media player does not honor browsers cookies, sessions and even referrer, therefore if video not available for guests or you are using some kind of antileech code you might not be able play it via embedded media player.