By default you are not able to view M-JPEG AVI clips using MediaPlayer on a PC. To get things to work you need to install a special CODEC to extend the functionality of MediaPlayer. Here is how you do it:
The AVI files need to be opened with QuickTime, or you can download install a
CODEC from the following location:
http://www.jpg.com/video/mjpeg.htm
Then, register at the same page. They will send you unlock codes. After that the AVIs will work fine.
