vid quality for a n00b

[ChiaPetzukamori]

Hey,
I've recently made my first amv in Windows Movie Maker. I like the way the amv came out, but I think it's a shame that the quality is low (.wmv format) when the original clips I used were in a higher quality. Is there anyway to change the clip type to say, a .avi using this program? (Or a higher quality period?)
Thanks