Most smart Phones use a different file format as it's its either android, Apple OS and the few/rare windows phone with windows 8/8.1 phone OS. So with that, we don't know what smart phone you have or what OS that phone uses and what file format it was save in.
It sounds like you're missing a codec for MS movie maker for you particular phone. I would suggest saving the file from you phone to desktop. Once saved then change the file format by right clicking it and chosing properties and change the file to mp3/mp4. Then use MS Movie maker to edit the file/preview/save and see how that works.