Hello,
I can see several reasons here. First, and most likely is that you are missing a video codec.
Run this on the video before importing, and then export it (without video) from Windows Movie Maker and run it again. Tell me what Video Codec is showing up in each one. (See the video line at the bottom, copy and paste that here for each one.
See here:
What codecs to use? The AVIcodec guide - AfterDawn: Guides
However, you could download a codec pack to get all the common ones. However, this does sometimes cause problems, so it is up to you.
Free-Codecs.com : Download K-Lite Codec Pack 6.0.0 FULL, K-Lite Codec Pack 6.0.0 STANDARD, K-Lite Codec Pack 6.0.0 BASIC : K-Lite Codec Pack is a collection of codecs and related tools
One last thing, you sometimes need to update the drivers of your graphics card. If you can tell me your graphics card model, I will link you to the correct, newest drivers. If you don't know, follow the remaining instructions below:
Install SIW:
SIW | Download
Get the freeware version. Run it and click on Video just below half way down on the left hand pane. See screenshot below. I have marked in dark blue the Video to click on, and I have marked in red the pieces of information (there are two(2) pieces of information) that you need to tell me. Click on it for an enlargement.
Good luck!
Richard