Unable to save movie maker file as Recommended(.wmv smaller space)

i have imported my .jpg file and audeo mp3 file to create a single video in windows movie maker. On the time of saving it on my computer, it doesn`t allow me to save it as .wmv (i check Source files/drive space/ destination folder all OK.).
it only allows me to save it as AVI type which consumes a lot of space on my hard disc. Help me.