Ray...
You can't just change file extensions and expect the files to work. Your options are...:
1. If you want the files you post to be .mpg's and you still want to use Windows Movie Maker to break them up, you've got to get software that converts .wmv (Windows Media) files to .mpg files.
2. Purchase software that allows you to break up movies AND save them as .mpg's.
3. Since you've already bought software that makes .avi files, just post those.
4.
Also, you mentioned that you're new and that you don't use codecs. I don't know much about the movie side of things, but I know enough to tell you that if you're not compressing your movies, your gonna get raped by bandwidth costs.
Good luck,
el_greco