The different file sendings refer to different file types (in connection to their compression).
If you use the free VLC player, I guess, you won't have to worry anymore about those differences, as the player will play almost all media files. It has built-in codecs.
Download it for free here:
http://www.videolan.org/vlc/
To change one file format to another in regard to AVI and MPEG (or MPG) you need a converter. I use Winavi converter or TMPGEn converter.
