Window's Movie Maker won't let me put a song or videos onto my movie...please help!?

I'm trying to make a video for my daughter but I can't get it to add anything but pictures. I know it has to be a certain format but I can't seem to get it working. Like how in the world do I change the format of a video or song? I was trying to just upload the song from Ares but that's working? Please, please, please help, I'm so desperate here! Nothing's working. =/