It depends partly on what's in the video and whether you're able to view mkv files at all already.
If the mkv just contains a regular Xvid or Divx video stream and mp3 audio stream, then the freeware editor VirtualDubMod is quick and easy: you just open the video with it, set video to "direct stream copy" then save it as an AVI. Takes just a few seconds with no quality loss.
More likely though an mkv will also contain a soft subtitles stream, in which case you'd need to demultiplex that from the (streams list dialogue) into a separate subtitles file that you need to keep alongside the AVI file so the subs get picked up during playback.
A lot of mkv's now though contain H264 video, and/or variable frame rate video, VirtualDubMod is not the answer here. Also if you want the subtitles burnt into the video during conversion that too is a problem. In these situations I would suggest RADvideo (at radgametools.com), a free and very flexible standalone converter that can cope with just about anything. You'll need to peruse their help pages to see what to do as it can get a bit technical.