The easiest way is to just change the default application used to handle .avi files. Just select an .avi file and choose "Get Info" (either from the file menu, by right clicking, or hitting command-I), then look for the "Open With Application" item. Select VLC from the pop up list and then click the "Open all files of this type" button. It'll change it so all .avi files will automatically open with VLC when you double click them.
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