I'm not seeing any of this on Windows (Live) Movie Maker. :shrug:
I'll try avidemux.
Ah, that'd be why. I'm not familiar with WLMM, the feature may have been removed/changed and I don't want any Windows Live crap on my PC.
With Avidemux you'll have to do a few steps:
1. Open the video you want the audio from
2. Go audio->Save and save it whatever.filetype (NOTE: YOU NEED TO KNOW THE AUDIO CODEC USED FOR THE VIDEO. for example, if it was aac audio, you need to save it as foo.ac3. If it was WAV audio, you need to save it as foo.wav)
2.5 - Convert the audio to WAV, MP3, or AC3 if not already in one of those formats.
3. Open the new video and go audio->Main track and change the source to external MP3/AC3/WAV and browse for the file.
4. Save