How do I change a file type to another?

To download something from YouTube, I'll ume you used a service where you type in the address of the video page and you get a *.flv file. Windows Movie Maker only supports a small selection of filetypes; you'll need to convert it to a *.wmv, or a *.mpg. (Or a *.asf, *.avi, *.m1v, *.mp2, *.mp2v, *.mpe, *.mpeg, *.mpg, *.mpv2, *.wm, or *.wmv.)