moviemaker wont save as a movie

i have just finished making and editing my movie in moviemaker and now everytime i try to save it or publish it as a movie i am getting an error that says missing file dsc00604.jpg and it asked if i want to find it  remove it or cancel if i say find it it simply goes to a jpg file on my directory tree.if i say remove it it deletes it and i immediately get another error saying file missing dsc00607.jpg  and so on   PLEASE HELP!!! while in .wlmp form movie works perfect.