Normal, that is unprotected, MPEGs and AVIs should play in media player.
Note that one may need ot purchase an MPEG-2 codec, but sometimes palyer
software comes with that.
But, each video format requires that you have installed a compatible
"codec".
You might start by trying a codec identifying tool such as gspot:
http://www.free-codecs.com/download/GSpot.htm
The same website has links to downloading most codecs.
Microsoft also offers some Q&A on codecs, how to identify, how to get:
http://www.microsoft.com/windows/windowsmedia/player/faq/codec.mspx
Finally, you might consider downloading a different player. That is, the
best solution might be a non-Microsoft solution. There are several free
players on the web, and more for sale. You might start your search here:
http://www.majorgeeks.com/downloads32.html
I have had some luck with this player:
http://www.avsmedia.com/DVDPlayer/