I'm downloading part of a movie...and when I go to preview it, Windows Media Player pops up and says something about it not being able to be played...actually "one or more codecs required to play the file could not be found"

I was thinking this might be because the movie is an avi file, not a wmv or whatever file. I was wondering how to change the program used to preview video clips. I'd like realplayer to be used instead or something! Thanks so much!