I try to import .avi from my laptop on my canon .. i don't have .thm that comes with it .. Can I create an .thm ?? .. or how can i read any .avi if it does not from the canon itself...
First, a clarification: as far as I am aware, you do NOT need the .THM files to be able to open and play the .AVI files. The .THM files are there to help with searching and cataloging; for example Canon supplies a media browser application that uses these files. But the .AVI files should play fine without them.
If you have an .AVI or other video file that won't play on your computer, it's often because the video file uses a video compressor that you don't have installed in your system. You can often get these compressors as part of editing applications (like Premiere and Final Cut Pro), but they aren't the only ways to get them - and they may not support every camera out there either!
I would first go to the support area of the cameras manufacturer, and download and install any software that the manufacturer provides for the camera that created the files. It's possible that they will provide the compressor that the camera uses as part of that software package.
Alternatively, a hunt around the internet may find help, though different cameras use different compressors, so what works for one camera, may not work for another. Several owners of Canon PowerShot cameras that had problems playing .AVI files on their PCs seem to have found success with Morgan Multimedia's M3JPEGV3. They offer a 60 day free trial, so you can see if it works for you before spending money, but try the manufacturers software first
Morgan Multimedia.com: Morgan M-JPEG codec V3
NotesOnVideo: Canon .THM files