I'm pretty sure you can burn .avi files. As for the DivX, you'll need a DivX codec so you can watch your file. Check out this site
http://www.divx.com/ and download the free program. You will see that the program has a movie player in it but you don't need to watch your files with it. Just installing the program will automatically convert your DivX files into a playable format. If you need anymore help let me know. I may be able to help further.