Could it be that it's the Windows Media Player misinterpreting gamma information in AVI files that's causing the problem? That's the same sort of problem that has been dogging people with QuickTime and gamma for a while now.
Do you use some special CoDec? Windows realyl doesn't care about Gamma, it will always assume system default, so shifts in color could be a bit-depth issue with some specific capture CoDecs like AJA's or Blackmagic's. Another thing I can think of, is that you use specific monitor color profiles. Generally Adobe appas are aware of those and will compensate, but many other apps are not. so if that's the case, try assigning the default sRGB profile to your monitor and reset its color settings. This usualyl yields more consistent behavior.