When you use movie maker to make a movie,you should first save the powerpoint to graphic formats,this is a guide:
How to import a PowerPoint presentation into Windows Movie Maker?
http://www.dvd-ppt-slideshow.com/p [...] maker.html
If you do want to convert your PowerPoint presentation to movie,you can try the professional tool such as
Moyea PowerPoint to Video Converter
http://www.dvd-ppt-slideshow.com/ppt-to-video/ Leawo PowerPoint to Video for NT/2000/XP/Vista
http://www.leawo.com/powerpoint-video-converter/ They will keep the complete of PowerPoint originals like animations, sounds, slide transitions and video clips as your wish.