You would need to know how to control the player application (which might be
different on different computers). This is difficult. It might be possible
to have something in the Avi file  which closed the application (I don't know
anything about AVI players) or a switch in the caller to do so.

An alternative would be to have a timer set up which would initiate a sendkeys
sequence to close the player after a certain time had elapsed. I think this
method would be incredibly unreliable.

You need to find a forum for the player if you know which one is likely to be
used and find out how to control it.