Heather, welcome on Gnutella forums.
Perhaps -I quite sure- that the .avi you've downloaded is divx format and that, in your system, there is no QT extension which can deal with that format.
Could you try to downlaoad
VLC , which a better and more powefull movies player than Apple's built-in DVDPlayer.
And in general, the equation is simple: if VLC cannot play it, there is some big troubles with the movie (corrupted, NTSC or PAL format incompatible with your machine,..) -> forget this movie
Philippe