It is not a file you need to rename it is a folder on your hard drive.
Go to the directory/Folder that you installed EU2 in.
Something like Program Files/UBIsoft/EU2
In that folder there should be a sub folder named AVI. Rename it AVI_back.
Go to the directory/Folder that you installed EU2 in.
Something like Program Files/UBIsoft/EU2
In that folder there should be a sub folder named AVI. Rename it AVI_back.