you can use either
avicodec or
gspot.
codecs usually come either with an installer as a .exe (=>double click starts installation)
or with an installer as a .inf
in the second case, right-click the .inf and select "install" in the contextual menu.
some filters will need manual registration: copy the .ax file in your
c:\windows\system32 directory (this for 2k/XP; for 98/Me, it's
system )
then start-->run
type
regsvr32.exe name_of_file