.avi is not DiVX. DiVX just uses the same filename extention. The original Win95 CD uses the AVI extention on it's included Weezer music video (There were other Geffen records videos, but who cares) The codec required is detected by Windows Media Player. Because DiVX is an "underground" codec to say the least, it isn't one of Media Players automatically downloaded codecs (Because it isn't in Microsoft's Codec library). That's why you have to download & install it. There are many other no-name AVI codecs (ie, SMR, a group that rips off theater movies & releases them on the Internet uses their own "SMR" codec) & there's not really any telling what codec the video you are trying to play uses, it's just DiVX is the usual popular AVI format that people can't play.
MS Media Player DOES support Quicktime movies made before version 3.0, however Apple decided to throw a few curve-balls w/ version 3.0 & started making the format so proprietary as to break compatability & made sure not to release the information on playing it (As well as made sure to legally protect it). Quicktime sux BAD because they want to force you to use a Mac just to get full-screen playback! What a rip. They cut deals with almost any major media outlet to only use QT just like all the theaters & comic strips have to use iMacs & G4s. MacOS compatible alien virus anyone (Independance Day)? How about "Fly around 3D Park Unix OS on a Mac" (Jurassic Park)?