$fd = opendir( '/path/to/avi/directory/' );

echo '<ul>';
while ( ( $file_name = readdir( $fd ) ) !== false ):
    if ( in_array( $file_name, array( '.', '..' ) ) ) continue;
    echo "<li><a href='http://server.com/ext/path/to/avi/directory/${file_name}'>${file_name}</a></li>";
endwhile;
echo '</ul>';

closedir( $fd );