Howdy, fellow OSX user.
You'll find that Macs aren't the best for porn or games, though you can still find plenty. Search around some Mac sites and you can find some incredible ways to make your Mac the only computer you'll ever need.
As far as Windows Media Videos are concerned, you need to download the Windows Media Player and they all play well.
I don't know about AVIs. Perhaps Quicktime can do it?
Either way, don't get frustrated. There are plenty of ways around the Windows World Rules.