avi export is always avoided for multiple reasons. One being that it doesn't support many codecs. The other, is if a frame errors, or you cancel it, the whole render is aborted, giving you nothing.
Instead, what you will want to do is use an image sequence instead. Targas, and PNG's are what you'll usually want to work with, as they're lossless, and can contain alpha channel data.
To do this, in your render globals, select your desired output format, set your start and end frames, your frame padding (usually 4)
You will then bring it into a compositing/video editing program like After Effects, or Final cut pro. That is where you will add in the audio.
Sucks I know, but this is the proper way to do it.
Imagination is more important than knowledge.