http://www.divx.com (make sure you check the box “DivX Player” during installation)
With DivX 6, DivX Networks introduce the new divx media format (extension .divx), which includes such features as subtitles (DivX Networks’s own kind named XSUB), dvd-style interactive menus and chapters, and multiple audio tracks. The format itself is just an extension of the avi container, and .divx files can be read by any media player that can read avi (in that situation the new features won’t be available).
The player of choice at the moment for .divx files is the DivX Player, which comes with the DivX Bundle and can be downloaded at http://www.divx.com
Users of Windows 95, 98, or Me won’t be able to install the DivX player bundled with DivX 6 or newer on their system, but they can get the older DivX Player that comes with DivX 5 here instead (get DivX 5.2.1 for Win98/Me, not Pro)