Windows Movie Maker is pretty simple to use although very basic.
Open MM, tab top left (I'm using Vista but may be a little different in XP), Import Media, find the drive that it's on, which may be D,E,F, that will be your card reader or the USB port. Import them all and have the program output them as one either by publishing to the computer itself, I think it's an .mpg file or to a DVD watchable in a stand alone DVD player (as well as the computer DVD player).
I know I'm total rubbish at explaining thing but I hope you get my drift.