If I recall correctly, MSWMM files are Windows Movie Maker files. If so, you wouldn't want to be uploading those anyway, unless they were intended on being downloadable resources...?
It's a long time since I've use WMM, but I'm sure that it gives options to export as either AVI or WMV, so just make sure it's AVI and you should be ok.WMV is windows own proprietary video format, so it makes sense that Udutu prevents you from using those (since you'd be excluding some non-windows users).
If not, look for a means of converting WMV to AVI (you can google it, but bear in mind that free and good movie converters are few and far between - check to see if you or your organisation has software that can do it for you first!).
Hope that helps!