How to play .avi use DVD player?

Hi,
My new camera generates .avi files for my movies. I am able to view those .avi files from my computer, but somehow I cannot view them if I use a DVD player (I tried both in U.S. and in China, none DVD player works with .avi files). Anyone knows what's wrong here ? I burn .avi files to CD. My old camera generates .mpg files and those files work perfectly with my DVD player... Thanks a lot in advance !!