AVI Chunk Viewer & AVI Splitter

[OneBigNewbie]

I have downloaded an avi file, and whenever I play it with Winamp, I encounter a message (screen) test as follows:

AVI CHUNK VIEWER
this avi file was not prepared for sequential reading, the alternative 'Avi Splitter ' will now let the default one handle it. The complete reinterleaving of this file is strongly recomended before burning it onto a slow media like a cd-rom.

This is a bit scary for me, because it seems to be a warning of some sort about burning the avi file on CD (although I really wanted to burn a DVD using the file). Is this a hoax or a genuine warning ?

If it is a genuine warning, how can I fix this file ?

And, when I play this file with Windows Media Player (Version 9), why is the warning not shown ?

I appreciate your help.

Thanks