First of all you don't embed .avi files. The normal practice is to embed a .wmv. So you will need to use Windows Movie Maker or some other video edit/compressor software to convert your file to a wmv. These days flash is the video delivery format of choice though. But I'll let your teach go over that. Code can vary a bit but this generally works.
<object type="video/x-ms-wmv"
data="http://www.sarahsnotecards.com/catalunyalive/fishstore.wmv"
width="320" height="260">
<param name="src"
value="http://www.sarahsnotecards.com/catalunyalive/fishstore.wmv" />
<param name="autostart" value="true" />
<param name="controller" value="true" />
</object>
This webpage can help you generate the code too, but it spits out a huge mess of shite.
Embedded Media HTML Generator
And this is a good article on embedding video.
A List Apart: Articles: Bye Bye Embed