when i dowload an avi file my windows media player comes up with a window that says it does not support this file all i can download now are mpg mpeg helpppppppppppppppp

You could try to use a different media player such as the free VLC player with built-in codecs which can play almost all media files without problems. You can download it from here:
http://www.videolan.org/vlc/
As a side note, to preview files with it you'll have to open the files directly from the Incomplete folder and not via the LW preview function but make sure to not allow any changes to the incomplete file.

Another option would be to google for the respective codecs pack needed to play the files......

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thank you thank you thank you it worked great