I cant play this movie. why?

hi. i downloaded terminator salvation but it doesnt work. its format is AVI but i dont know why its not working. i have watched too many AVI movies but this one?? when i open it a 4 second movie comes actually a text comes and plays and says open it with WINDOWS MEDIA PLAYER. i tryed with windows media but the same thing happens. i tryed with many medias but id doesnt open. what do i do?