You need to go into the Service Menu (standard windows interface) and install from there. You'll need to copy the install files remotely to BeoMedia into one of the shared folders and run the install from there.
I downloaded and installed the Divx Codec from www.divx.com for my AVI Files.
Beware though. BeoMedia 1 does not support 5.1 audio even though it defaults to it. Also when playing a movie if you subsequently select N.Music then the movie will continue to play in the background and both audio tracks will play - another bug!
Greg