hot to create a video file?

how can i export the rendered animation as a movie file that i can play in an ordinary video player .
eg windows media player

in the scene buttons (F10)
you can select what output you want
(I think in default it is set to Jpg)

you can change this to AVI or FFMpg or even export all the frames as seperate images and then combine them as an animation in another program like VirtualDub, Avidemux, or other applications like Adobe Premiere (etc)