You dont have to. I have xvid and ffdshow, but i'm not sure which codec is being used when i play a xvid. Just go ahead and install ffdshow and check the setting to make sure its the one doing the work.
oh btw, i dont know about xvid, but the cock suckers who made divx dont know how to make a proper uninstall. I had to delete the folder and remove anything divx from the registry cause the uninstall failed.