Hehe I had this problem for a while....drove me crazy.

Here's the thing:

Windows media player seems to be stubbern on avi files, so use Real Player. If you just want to preview it, select preview and get the regular error from windows media player, then find the incomplete file (for me its in My Documents). Then seclect the file from that folder, and open it with Real Player (or Real One Player). For complete files, just open them with Real Player in your shared folder