I cannot show you a tut for this (maybe others can) but I think you would like to change the save-format in your project.

This setting is located in your render-global menu (one of the icons on your screen or klick and see under "render" in render-mode. You can swith between several modes; Modeling, Rendering Animation to name these, easily selected on your screen.

The save setting is one of the first, if not the first setting in the render globals menu. Just take a look and your should be able to change the format from iff to avi. This avi file is saved to your images folder i think. It depends if your project was created with the stadard set up. If not this is located in your default folders, where your maya-save file is located.