Its actually called Windows Movie Maker, but close enough.
If you're running Windows XP you should have it. Go to Start > All Programs > Windows Movie Maker. It's a very simplistic video editing tool but it will get you started anyways. There's a few good programs out there for around $100 that do a much better job than Movie Maker like Adobe Premiere Elements and Ulead Video Studio.
http://www.ulead.com/vs/
http://www.adobe.com/products/premiereel/
And here's a link to some info on how to use Windows Movie Maker if you decide to try it out.
http://www.microsoft.com/windowsxp/using/moviemaker/default.mspx