ace divx player works pretty good for avi. nothing really tricky there, there's alot of players that support it.
rar is a little trickier. it's basically a format that compresses the file to make it "easier" to send over the net, but in order to play it you have to unpack it. so you need a program to do that. the real problem is that it's compressed. often times the file will be split up too when it is compressed. so if you only have part 1, but not part 2, it won't work. and even the individual file is split up into part, so if you have an incomplete file it won't work, because the "pieces" aren't necessarily in order when it's compressed. unlike a normal file, if you only have 76% of a movie, then you'll just get to watch 76% of it, no big deal. but not with rar. I had a file that was made up of 100 components and only a few of them were missing or corrupt, so the whole 20 minute video was a waste and none of it would play. I don't really like em, never had much luck there.