I can't open any avi files with Sony Sound Forge? How come?
Probably because it's a sound editor and your file has audio and video interleaved.
I think your problem is a format. AVI can be anything, form the looks of it Sound Forge support DV-AVI , Mpeg-1 , 2 and WMV, not Mpeg-4, which your file most likely is in, if you downloaded it.