Hum.. You probably do not quite understand what codecs are.
First, WMP opens .AVI files out of the box. You need a codec for the video/audio streams that are inside the .AVI file. Think of .AVI as a ZIP or a RAR file that can contain many kinds of stuff.
Second, "any" codec would be totally useless. You need a specific codec for a specific audio/video stream. If you have an AVI file and you have no idea which codec it needs, download a program called GSpot - it will tell you what codecs are needed for an AVI file.
The most common additional codecs to install are DivX and XviD for video and AC3 for audio.