You can download the drivers HERE and it then might work with Windows Movie Maker?
Otherwise you could try AM Capture which is free
If you have Windows Vista and you registered before, you may download our Studio 10 Vista installer. If you have Windows XP, go with jjn's suggestion.
Welcome to the forums David.
Uninstall the driver first. Restart without the Dazzle. Install the driver and another restart then connect the Dazzle.
Try the capture using AMCAPTURE software.