What codec did you use to export from Premiere in?
If you used uncompressed, or huffyuv, a fair percentage of systems won't have either the processing power or enough disk throughput to play the file back smoothly.
You can also encode your probably very large avi export to divx or Xvid, using avisynth with vdub, or vdub alone.
That should get you a smoothly playable .avi if you use a reasonable bitrate. Read the guide for more details.
