Making a movie with Windows Movie Maker (WMM) is quite easy.
Open your WMM program (Start, Programs, Windows Movie Maker)
Click on the import button. This will open a window to browse for media to add to your project. Import all the pictures you want to use. You will see them appear in the viewing pane of WMM. Now import the audio (songs) you want into WMM the same way.
If you are in the Storyboard mode (it either says Storyboard or Timeline) in the bottom left corner of the program, you can drop the photos and/or video into each space allotted. Don't try to put audio/music into that section though, it goes into another area.
Now change to the Timeline function. This opens a window showing the photos/video in the top Video track. Below that is Audio/Music track. Take your song and drag it into that track. When it is there, you can adjust the length of each photo (by dragging it to the right) until all the visual media is the length of the audio track (your song).
Now this is very important: SAVE YOUR MOVIE NOW! Click on the file button on the upper left menu bar. Select “Save movie as” option. (Save your movie to the desktop of your computer, because it is easier to access from there). Make sure you name your movie too. A lot of people don't "Save" their movie at this point and end up losing all their work. The idea when working on anything on a computer is "SAVE, AND SAVE OFTEN!"
Now, you can play with adding effects and transitions for your photos. This is something you need to practice with yourself, but, I'll give you the low-down on how to do it in general.
Go back to the storyboard function. Click on the Effects button under the Edit menu on the sidebar. This opens a window with all the available effects in it. Click and drag one of the effects into the little white box on the bottom left hand corner of your first photo in the storyboard (a blue start will appear in the window). Now click the play button of your viewing pane. This will show you what effect your photo will have in your movie. You should also hear your music at this time as well.
Now, go back to the Edit section in the sidebar and click on Transitions. The transitions available will now appear in the window. Click and drag one of them to the blue and white box between your first and second photo in the storyboard. Click the play button in the viewing window and see what the transition looks like.
To remove/change an effect or transition, you need to right-click it and select cut. Again, I must warn you to SAVE your movie often! At this point all you need to do is click file, and the save option (NOT save movie as). It is so frustrating to be working on a project, get things just the way you want them and suddenly the program freezes up or closes unexpectedly. But, if you save as often as possible, you will not lose all your hard work.
Okay, so let's say you have all the effects and transitions in your movie. Go back to the Timeline mode and make adjustments there. You will find that the effects and transitions have lengthened your video and may not be inline with your music any longer. Make sure your media and music end at the same time. Click save project if you are satisfied with your creation.
Now, I suggest you play your entire movie (in the timeline mode still). If you like it, the next step is to Publish it to your computer. This converts the WMM into a mpg (so it can be burned to a disk or played by windows media player, etc.). To do this, you will see the words "Publish to ---- " under the Edit section on the sidebar. Click on the option, “This computer”. This brings up a publishing window. Name your movie and save it to your DESKTOP. Click the Next button on the bottom right. Don't touch any of the settings in this window. It should have a highlighted button on "Best quality playback on my computer" selected already. Simply click on the publish button in the bottom right corner.
Viola! It is now publishing your movie to the desktop. When it is done, you should see the movie name and icon on your desktop. You are done! You can now play the movie, burn it, email or upload it to the web. The only thing you can't do, is re-edit it now. But, if you still want to edit it, open the WMM project by clicking on File in the program and select Open Project...
There you go. You are on your way to making movies with WMM. Just a reminder though. Take your time with projects (it takes a lot of practice to get it right) and SAVE, SAVE, Save!