It's a file association issue, and should be resolved as such. If you can't find a way to restrict video clips to types associated with Media Player, you can add them to PVD using a particular playlist type and associate that playlist type with Media Player.
How can it be a file association issue when all the files have an .avi extension?
My .avi files are correctly associated with Media Player, however, if I choose to open an .avi file with Media Center, then that file is included within the Media Center database, which is fine as long as its a movie file and not a video clip.
The only distinction between a movie file and a video clip is the filename, not the extension.