...what version of 3DFA are you using? I'll look into it and see if I can track down the problem. It might be a bug that was never squashed though, so don't be surprised if there isn't a solution. However, if there is a solution, I should be able to find it.
I just dropped two small avi's into a file and exported it, and it plays just fine. Are your avi's compressed, and if so, do you have the correct codecs? How large are the avi's? If possible zip everything together and upload it here as an attachment. I can't trouble shoot it, if I can't duplicate it.