Every time I download an AVI file, windows media player says that there is an error and it cant play it. What should I do? Please help me out.

It's probably a codec problem.

For WMP, K-Litecode Codec Pack gets recommended a lot. I use XP Codec Pack 2.0.6 and rarely have any trouble playing a file.

You could also d/l another media player. VLC media player is a good one that has the codecs built in and will play most file types.

More info here: CODECs list for Movies /Alternate players / Video help forums

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thanks for the help