Windows Movie Maker

I'm trying to create my first Crossfire Montage. I've been told that WInodws Movie Maker is quick, fast and easy to use. I'm not quite sure how to open a CF file onto Movie Maker. When I try to upload a replay file from My documents it displays this message "CFReplay20110102_0000.cfr cannot be imported because the codec required to play the file is not installed on your computer. If you have already tried to download and install the codec, close and restart Windows Movie Maker, and then try to import the file again.".

Any help would be greatly appreciated.
Thanks :D

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