Formats...is that even the right word?

I would like to use the .avi files that I have so I make clips for vids, but my program (movie maker 2 & Vegas 4.0) won't let me. How do I switch .avi to .wmv? I know my program will let me use that type.

Also, I have a few episodes that are listed as being 'video clips'. I cannot use those as well. Any help there?

I believe someone told me to use Nero. Is this correct?

Sorry to bug y'all again.

Cheers
Roo


Thanks!!!!