Steganography is the art of hiding and transmitting data through apparently innocent carriers in an effort to conceal the existence of data. Text, image or audio in an Audio Video Interleave (AVI) multimedia file is adopted in this work. In the first step in this work, AVI file is separated into two parts, video and audio. The video part is a stream of frames, each frame is taken as a separated image stored in a separated Bit-Map (BMP) file. In the next step a number of frames require or needed to be used as a cover is chosen, and the secret data is divided into blocks in order to hide each block into one frame, to increase the security the frame could be selected randomly. Two methods were used for hiding, the first method is the "Least Significant Bit" as an example for hiding in sequential domain and the second is the "Haar Wavelet Transform" as an example for hiding in transformation domain. Least significant bit insertion was used to conceal the data bits inside BMP image bytes, and then the message bits are extracted from the same bytes. Haar wavelet transform were used to increase the stego file robustness against attacks. The audio part is used to hide spatial information by using the "Least Significant Bit". The proposed system was tested by using the two standard fidelity measures (Mean Square Error (MSE) and Peak Signal-to-Noise Ratio (PSNR)). All of the fidelity measures obtained as the test results have indicates good results for PSNR (above 45 dB for video and above 90 dB for audio) and its increased when increased the number of frames that used as a cover. The reconstructed data is the same as secret data.