Hello,
Congratulations on making your first video. Looking forward to seeing it. ๐ Your problem is an easy one to fix, so here we go:
WMM is not a movie file. That is a project file. That mean it only opens in Windows Movie Maker so you can edit your movie. To watch it in any other program, or to upload to the Internet, you have to have to export or publish your project to a movie. ๐
So - open your .WMM file in movie maker, and go look for something like 'Save As Movie' or 'Export to File' or 'Publish Video' in the file menu. I forget exactly what the menu option is called, but it should be self-explanatory when you see it. ๐ From there you should be able to change settings like whether you want it to be .avi, .wmv, .mov, .mpg etc etc. Oh and exporting usually takes quite a long time, that is normal.