There are two pieces of software well suited to this;
1. VLC Media Player http://www.videolan.org/vlc/
settings->preferences->advanced options(check box)->video->overlay video output(uncheck box)
2. Vidomi Enhanced AVI Player http://vidomi.com/
right click->options->player options->output device(change from 'force overlay' to 'force gdi'->click OK
Hope this is useful,
Rich