I presume you are playing on a DVD player that will also play jpg's, mp3's, etc.
It will play avi or divx or xvid unless the format is incorrect .. like the size too big . or sample rate too high. Home players usually play an .avi size up to 720x576 max. It will also play mpeg1, mpeg2 (as DVD VOB format) and some like newer Philips also play WMV. If you have an .mkv, or a VOB, most players will not play without converting to a standardised avi or to DVD first.
You need to know what format you have .. using Mediainfo or GSpot to see if you need to convert first. If you convert to DVD, you cannot then use as a data disc in most home players.