What's "avi" or "codec" ?

on some videos from Aviapedia or from other sites, some video downloads will give you messages like “avi” or “codec” needed in order to download or save the movie/s. i tried a few times (downloading both avi & codec) but still can’t get both modes, even when i reboot or restart my computer in order to get the downloads running. i do have itunes, quicktime, and wmp, but still can’t play videos that need “avi” or “codec” modes. i’m stuck…

would anyone would be helpful enough how to download avi or codec for me?