audacity works! but won't import to movie maker

as i previously said me audacity works, but it won't import the audio into my windows movie maker, wich is really annoying and.... half assed....., it keeps telling me this C:\Documents and Settings\Name (no i don't tell u my name lol)\Dokumenter\audacity sound recordings for movies\secret for u until made\b00004.au could not be imported. The selected file is not valid or is corrupted. if you know why it does that, plzz post a commentary telling me what i'm doing wrong.... (and yes this is my second post on 1 day!)