Windows Movie Maker...
First, I'm assuming you're speaking visualizations like the ones Windows Media Player autogenerates for each track. Trippin' stuff, right?
If that's the case, then Windows Movie Maker will be too limited to be of any good, especially for something like visualizations. You might be able to get a good share of using stock video footage and images for a slideshow, but you won't be able to much beyond that. Its filters aren't really tailored for creating cool fractals and the like either.
That, at least, is if you're using Windows Movie Maker alone to create visualizations.
For tools...This might not be a very optimized solution, but I'll suggest it anyway. Have you heard of screen recorders, like Camtasia Studios, Hypercam, or FRAPS? If you have a more powerful computer, maybe you can use one of these programs to record the visualizations that Windows Media Player generates, save it as an .avi, and import it over to your Windows Movie Maker library.
A great free screen recorder program would be CamStudio. Make sure your computer can handle it -- both free space and memory. (Smooth frame rates I guess? xD)
http://camstudio.org/