You are not giving enough information for us to be able to offer much help.
CS4 does work with the AVI format, so the issue is going to be with the codec used in the AVI, installation of third-party codec packs, or possibly something outside of After Effects entirely.
Is it popping an error message up when you try to import footage? How are you trying to import the AVIs that aren't working? What does the computer do when you try to import them?
What exact version number of AE do you have? 9.0.1? 9.0.2?
Where did these AVI files come from?
What do you mean by "don't have an h.26 format"? I assume you meant h.264, but I have no idea what you are saying about it. Are you saying that you don't have the h.264 codec on your system or that the AVI is encoded with it?
You need to provide info about the source of your file, what error you are getting exactly and so on. CS4 will not open several flavors of H.264 from digital cameras because at the time they simply didn't exist and the program doesn't know what to do with them and files wrapped into AVIs are particularly critical...