mswmm to mpeg

I am using Windows Movie Maker here. I want some help to save files in mpeg format. Rightnow all videos lies in the movie maker. I want to directly save them in mpeg or in some readable format which can help me to play them on CD player. I am nero with me. I cannot find any option to publish movie in mpeg. There are only few stuff listed. What will be the most easiest way of doing this.

I think Windows Movie Maker offers you to save files in avi format. You can first publish movie in that format and then simply move ahead with conversion. You can download a standard movie convertor from web that can convert the move is mpeg and then you can use Nero to burn the disc in format you want. I am sure that is one of the most simplest way to fix the issue.