Newbie, ? Alcohol 120%

Hey everyone, I am kindda new to this copy thing. I have downloaded Alcohol 120%. I have also downloaded a movie which is in a .avi file. I burned it using Alcohol but it wont play in my cd. My cd supports mpeg and svcd. Was I supposed to rip it first before using Alcohol. I download this program called All Video Converter but it was taken for ever to convert from .avi to mpeg or that svcd. Any ideas? I only have Cd-r's not cd-rw's, please help.