Presumably you are using Windows and have Explorer displaying files/folders as Thumbnails? By default, if e.g. Windows Media Player can play a video file it will create a thumbnail image of the video itself. If it can't play the video it will stay as the default icon (so the VLC cone if the format is associated with VLC).
If you go to "View >> Tiles" in explorer it will change the view and you won't get the video thumbnails anymore.
The change is presumably that Windows Media Player can now play the video in AVI files in question. If you remove the directshow codec that allows WMP to play them then the video icons should disappear (might need to delete the Thumbs.db file first).
Alternatively if you want to use thumbnails (View >> Thumbnails), want to have WMP support the files, but do no want the video preview you can just disable it as described here:
http://www.mydigitallife.info/2008/03/1 ... indows-xp/
Cheers, Arite.