HELP ME WITH Windows Movie Maker

Ok I open up a vid I saved as a project and am now trying to save it as a movie... and this is what I get this (below) and I've tried it so many times it just won't work... seriously it's buggin me soooooooooo much! some one help

 

It means did you delete anything that you used in the Movie (EG. Music, Clips, ect.) and also why don't you try saving it somewhere else...that's all I can think of.