How do I convert divx to avi

Hi, I'm attempting to convert divx files to avi to burn on a standard (picky) DVD player but none of my conversion software recognizes the divx files. I tried using VirtualDub but received this error message "VirtualDub requires a video for Windows (VFW) compatible codec to decompress video. DirectShow Codecs, such as those used by Windows Media Player are not suitable" The file I'm trying to convert actually doesn't have an extension; it's just called EFC2001 and when I click on properties, the type reads "VLC media file (.divx) (.divx)" I can play it using VLC but want to burn it to a DVD player which will play AVI's so I was hoping to convert to AVI.

Any ideas?
Thanks