I made it with windows movie maker, avi 
I had the same problem. Once you finish work on your video, there is a butten to finish the movie and convert it from a editing format to a presentation format. I have only started to explore moviemaker myself, so I cant tell you more than this. But I did find out the hard way that there is one more step at the end which is easy to miss.
Good Luck and I am looking forward to seeing your video.