WINDOWS MOVIE MAKER does not support all file types, not hd, mpeg4, mts, mod, mov or h.264 files. If your camera shoots in those formats you will have to convert to use WMM.
Files associated with Windows Movie Maker
Audio files: .aif, .aifc, .aiff .asf, .au, .mp2, .mp3, .mpa, .snd, .wav, and .wma
Picture files: .bmp, .dib, .emf, .gif, .jfif, .jpe, .jpeg, .jpg, .png, .tif, .tiff, and .wmf
Vista WMM supports video files asf, avi, dvr-ms, m1v, mp2, mp2v, mpe, mpeg, mpg, mpv2, wm,and wmv
Try these free converters http://www.squared5.com http://www.handbrake.fr/
Free players http://www.videolan.org/vlc/ http://www.apple.com/quicktime/
http://www.codecguide.com/download_kl.htm