Cute Bro,
There are several methods to do this job...following are the two easiest, safe and famous methods:
Method # 1 (If your file is small in size)
GOTO http://www.zamzar.com
follow their easy steps...upload your media file there...they will send you a link of converted video file to your
mail box you can download that converted video again by clicking on that link.
Method # 2 (If it is big in size)
You have to download and install a converter...so you can change the format of any video media file into Windows movie maker required formats( wmv, mpg, or avi)" or other formats off line.
here is the trustworthy link from where you can download free(with key) converter:
http://www.mediafire.com/?n6ee0uouoqv
one thing more Bro...if you are intending to upload your movie after aditing in Windows Media Player...then right formats that "youtube" accepts are "wmv, mpg, avi, mov etc"(i think mov or avi would be great).
Hope you will find my answer helpfull!
Wi$H yA GoOd LuCk :-)