Set your render globals to output of .avi and frame padding to 3.

It will take a very long time to render it all out.

may i suggest you look for videomach, its a free compiler, so you can batch render it all to jpg or targa and it will compile it into a .avi for you. the size if also significantly less than if you used maya to render diret to .avi.

Go to the renders menu and hit batch render. It will seriously take a really long time if you render direct to avi, and the file size for ethe fire animation will be about 259k if you render it to targas, import them to videomach and output to avi with divx codec.

With mayas it will be 219 MB!

Im not sure where you can get videomach, but a google search should find it. and its free.