Importing Music Albums into Music Folder

Recently installed Win. 7 Ultimate over Vista Home Premium. Real easy, no problems. When I went to use the Windows Live Movie Maker to make a slide sbow of some vacation photos, I could not add music. When I installed a Music CD and tried to down load it into the computer, it went directly to Win. Media Player. I could not (do not know how) to be able to import music from this to Win Movie maker. I could not get into a folder under Music. It shows the song titles, but when I select one it says there is nothing there. Please advise.
V/Y BennyG

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