Well again, in order to show an icon, explorer needs to open them up and render the first frame of video. In order to do that you need the right codecs installed for each video type (There are like 50 possible codecs for ".avi" alone!). But if you have an old or buggy codec pack installed, then that's when explorer crashes when looking at movie folders.
There are a few types that Windows can do natively, but many AVIs and MKVs and such will require codec installs. I've used Sharky's codec pack with decent results... no crashing so far anyway.