I was downloading a movie file (avi.) and it wouldnt allow me to preview it. I right-clicked>>preview and it openin winamp and wouldnt play.
Is it just avi. files that wont preview, or because the file wont preview does that mean its corrupt?

Strange! I thought winamp was an audio player 'not' a video player!!! There is a chance it might be corrupt. But why don't you set up a proper video app as your default to play video files. avi is a video format. VLC is a free player that will play all video types except the occasional wmv file. Try it: http://www.videolan.org/vlc/ (choose the nearest mirror site to you)