@pollo, I'm sorry if I offended you and I apologize. The thing is it is very difficult for any of us to keep up with all the digital cameras and digital video recorders and such. There are just too many and they change too fast. I have two same-brand digital cameras, similar models with one a year older than the other, and they both put out completely different formats for video.
In the menus of your camera for the video, there should be a place where you can choose what format to record in. Personally I would go with mp4. AVI I've had issues with in the past (and not just with wordpress). Make sure when you download the video to your computer that the file actually has the .mp4 extension.
There also should have been some software that came with your camera for working with still images and with videos. Many times that software will give you the ability to save the video as a different format (such as going from AVI to MP4).
Since I don't have the exact model of your camera, I cannot go online and try to figure out what formats it puts out. There are some that use a proprietary format and then you have to convert it with the software they include, or use a video format converter.
If you give me the make and model of your camera, I'll do the research.