If you have a media player then go to your LW Library window & select Shared or Saved Files folder & select the avi to the right of the folder name. Then press the Launch button & your default video player will open & play it.

A decent player with built in codecs which plays almost everything except the odd wmv file is VLC: http://www.videolan.org/vlc/ (choose nearest mirror site)

To make it your default video program then see: Setting Default video app