I know Kdenlive can do it, but its
download page only has Linux, FreeBSD and Mac packages; if you have a computer running one of those operating systems, then that's one way to do it. (I'm assuming your main system is Windows, given that you've already tried Windows movie maker).
Alternatively,
this wikipedia page lists a whole lot of video editing software; probably most of them can do what you want, so pick out one that'll run on your system. Going purely by the name, VirtualDub looks promising, though I haven't tried it.