To play videos that are of formats that are not standard to windows many people will use a program called VLC. This programs allows all kinds of video files to be played. Many people will try to play avi files in windows media player and may only get sound. This is because the computer that is playing the video lacks the video codec needed to play the video format.
Go here to download and install VLC media player: http://www.videolan.org/vlc/index.html
It is available for mac, windows, and linux.