I downloaded ffdshow from that page. The audio works, but just no video. In the ffdshow decoder menu, I have enabled H.263/H.264 support. I have installed lots of different version of this codec. Never heard of it before today.
I got it working now. I only enabled playback it in the decoder menu at first. You need to enable playback in the configuration menu as well.
Also, is the avi playback supposed to flash like that?