Your Toshiba dvd player can only play certain divx codecs. Look in the manual for which one. My guess is Divx3 only.
Also, if a movie is called .avi it doesn't automatically mean it's compressed with divx3 movie encoding and mp3 128kbits stereo sound. Could also be xvid4 and ogg vorbis sound. You can of course convert these movies to your desired coding schematic. Tools like SUPER or MediaCoder can do such things.