Make sure your windows movie maker file is not in MSWMM format. Because MSWMM files are only project files that hold the details of your movie project. They are not convertible. You must create/render/save the movie first. Under “Tasks” you will see the option to create or save the actual movie to your computer as WMV format. If you want to convert WMV video to another format, I’d recommend Acethinker Video Converter which I have used for many years. It’s a free web-based application to convert videos, you don’t have to install anything.