Open Windows Explorer.
Navigate to any avi file, right click on it, click on "Open with", click on "Choose Default Program" (it may be named slightly different, like "Others", depending on Windows version).
A list of programs will open.
Navigate to DivX Player, select it (click), put a checkmark in a box next to "Always use the selected fiel...".
Click OK.
You are done.
Repeat same procedure for other type of files (for WMV, you'll pick Windows Media Player)