Hi Giorginetto,
did you solve your problem? I use movie maker all the time to do my videos and I upload them straight to youtube, I don't bother hosting them elsewhere.
Looking at your last message I think it's as simple as your trying to open the wrong file. When you make a video the program saves it as two files a movie maker project that movie maker can access to make changes to (this sounds like what you've tried to open with windows media) and the finished video file, which can be of various formats.
When you finish your video have you just saved it or published it? The first is a project file a sort of work in progress the second one is saved as an wmv which you then upload to youtube. If you've published the video try looking on your C drive in the videos file and you might find your finished video there.
I hope this helps if you need to know anything else or what a step by step guide let me know and I'll try to help you out.