Well I think the reason why is quite simple :
With the second link, there is no avi-file in the link, there's only a link to another cms page... try using a link to the file location like this :
www.root.com/directory/directory/videofile.avi
In the third link, the file uses too many dots in the name, therefor it's not regarded as an actual avi-file but a laruku.fr.avi-file