WTF am I doing wrong???

Ahh, flist.  I am so frustrated right now.  I've created a couple personal movies via Windows Movie Maker and they look and sound great, but when I save them to my computer and play them back via Windows Media Player they look all psychedelic and rainbow-fuzzy and you can't even tell what you're looking at. *pulls hair out*  WTF am I doing wrong???  Help..........plz.  *big sad puppy eyes*