How to import voice memo from IPhone 3GS to Windows Movie Maker?

The file is already on my computer and itunes. The only way I can find the file though is if I go to the Start menu then go to My Music when I'm NOT trying to import the file to Movie Maker. Ok, so, then I go to Windows Movie Maker, click 'import audio or music' as usual, then to import the file to Movie Maker I go to My Music (which is where the file was when i WASN'T trying to transfer it to Movie Maker) and the file doesn't show at all. I DO NOT have a mac computer, I have Quick Time on my computer, and the Movie Maker on my computer is version 5.1. But what is the problem? Please help.