WMM does not support MOV file~
You would better convert it to WMV format:
MOV to WMV
MOV was devloped by Apple, Windows Movie Maker don’t support this format file. i Think you have to convert it to WMV or AVI.
You can use iSharesoft MOV Converter to do this job. this program can convert mov file to many format, here is the link
hope it helps