Importing audio into Movie Maker

Regarding a question about how I imported audio into my movie maker.
Well here goes! It is rather complicated.
1. I have the music saved in playlist in my windows media player.
2. I started to play the song in WMP.
3. Once playing press the file button on top.
4. Then save as "give it a name"
5. I saved; in my music folder, in my documents.
6. Then open Windows Movie Maker and import the audio clip.
(note this only works if the music doesn't have any blocks on it)

Hope this helps. Good luck!