'error downloading codec'

i have just downloaded a avi file (pv.avi) and went to play the film it says 'opening media' sending request for codec' 'error downloading codec' now im not sure what all this means i am very new to downloading films , also do i copy to cd i have cd re-writer is it possible? i have windows media
any help greatly appreciated
thanx

open the file with gspot http://www.headbands.com/gspot/ and see what codec it needs.
most likly its divx or xvid.

sure you can burn it as 'data'.
if you want to play it on your dvd player you need to convert it to (s)vcd http://www.dvdrhelp.com/convert