how do you change the media player setting cause when i try to preview it in windows media player it wont work because they are avi files so id like to change it so it will preview in the divx player so how do you change media players

Outside of LW, find & select that file & follow the directions here Setting Default video app using the same principle except choosing DivX player as the program of choice to open that particular type of file.

but like when you click preview before the file is done like right before its finished

If you changed the default from WMP to DivX for avi files, then perhaps it won't take effect until next time you open LW. I'm not sure. Yes this will affect which player opens when you preview within LW.