I would tend to say this is a wasted effort. For any resources (images, video, etc.) you can figure out the path by looking at the source code. Then simply write this path into a new browser window and load the resource. You would basically just get it without any of the preventive measures you took and you can download it again normally. And as you mentioned there are always the capturing tools. If it should not be available for anyone you need to have a login of some sort. Still all the registered users could download the avi.
It might be possible to put the avi into a flash and have the flash do some checking so it will only play the avi when needed/allowed. But still, if you figure out how it's done you would be able to reproduce it and download the avi again.
However, why would anyone want to put a video on a webpage (where everyone can see it) but not wont people to be able to download the video? What good would that do?