How to publish to my computer with windows movie maker?

I have made a movie and I am completely finished.  I have already saved but now I want to publish the movie to my computer, so I can upload the movie online or put it on a memory stick.  However, the only way I can publish with movie maker is if I save the film as a file online.  I don't want to do this.  So how can I publish a movie to my COMPUTER?  Sorry, If I sound really simple but everyone I have asked has assumed I haven't look at the windows website but I have.  It tells you there is an option to publish to your computer but there isn't.  Please, any help would be great.