in this i want to make java program with which i can convert the file format... so to do this how should i proceed....reply back

Mpeg is a codec. AVI is a container format, it can contain video compressed with virtually unlimited type of compressors.
So first step:
1) write an AVI parser, that finds out, what codec is used to compress the video that is inside the AVI file
2) use that codec to decompress the video (and audio) stream - you must have the codec for this, which is tricky: either way you tra to find Java implementations of ALL the codecs you might encounter, or try to use ones installed on the OS (this is however a platform dependent thing, so you'll break the transportability of your application - or to put it another way: you have to write it so that it works on all the OSes you want to use
3) use an mpeg codec to compress the raw video stream (mpeg codecs for Java is probably available, so you don't have to worry about the things mentioned above)

That's all. Point 1 and 3 are not that worrisome, point 2 makes this project quite difficult.