I am running Window 7, Windows Movie Maker 2.6

I recorded video/audio using the Snagit program, which saves as .mp4 files. 

I then used Zamzar to convert the .mp4 files to .wmv files, to be able to import into Movie Maker. I was able to import those files, edit the project, save the project.... but I am unable to save as a movie. I have not moved any of my source files. All the source files play properly in Windows Media Player separately. I cannot figure out what I am doing wrong in this situation.

I have tried creating a new project and only adding one of the converted .wmv files and saving as a movie. That does not work, either.

If anyone has any suggestions, they would be greatly appreciated.