Kindly I ask your attention.
I don't know much about it, but could it be that you use the wrong codec?
Could be that Windows Movie Maker doesn't support the codec you use with Dxtroy.
Check the settings and check which codec they support.
Start your browser, search with different search engines and use different phrases:
Which codecs does Windows Movie maker support?
Which codecs does Dxtroy support?
You will find a lot of links to go for.
We don't know which codecs you used, so....
Hopefully I let you known enough and that you will find the answers you seek.
Good luck and have fun doing it.
Best Regards,
MeneerWitte