The following tool is available from the Directions Magazine GIS File Library. It is a beta version dated
2003, and is known to have some bugs.

http://www.directionsmag.com/files/index.php/view/543

"AVL files are created in ESRI’s Arcview to store the thematic shading styles used in Shape files.
This mapplication will attempt to translate the styles from an AVL file into a MapInfo Thematic layer
(or into the base table itself). This is a beta version and can translate colour and size parameters
for points and lines, and colour and pattern values for regions, allowing for thematic shading in
numeric ranges or alphanumeric individual values."

Encom cannot vouch for nor endorse this product, and has not tested its applicability.