Saving Windows Movie Maker file from PC to CD

If anyone is familar with using Windows Movie Maker perhaps you can help me. I made a wonderful family Movie with WMM and saved it to a CD. Plays beautifully. Ufortunately I did not save the show in WMM in its native format .

The only two places this file exist is (1) in My Videos file (as a Windows Media Player file) on my harddrive and (2) on a CD-R. The trouble is this CD will play on the PC where I made the movie but not on any other PC.

Can someone suggest a way to save this show to another CD?

Thank you
roger3125