Go get the latest WMP v9. Your player should play AVI's. Check the 'preferences' tab>'file types'> in the player. Check avi box.
Sure you can burn a movie to a cdr. It will just be the same file (avi) and you can open it with WMP. It won't 'autostart' if thats what your asking. If you have the right software, you can make a 'video cd', which might/might not play in dvd players. Nero does this rather well!

.MOV is a Quicktime Player format. Go get the latest Quicktime player and your all set!