Wmv file wont play on WMM?

I had a quicktime file and it didn't play on Windows Movie Maker(WMM). So i converted it to a .wmv file which play on WMM normally. After converting it, i played it on Windows Media Player, and it worked. So then I imported it on WMM, and a stupid message came up. Here's what it said, "p.3 - jimmy ex.wmv is not indexed and cannot be imported." How do I get it to be imported onto WMM? Do I convert it to a different format?