Hello there,
You need an analog capture device, or, a good quality graphics card with
Video-In.
You should take note that Movie Maker and the capture of analog video is
often very problematic. Movie Maker was intended for Digital Capture and
processing not Analog. Some do well with it all the same, but I think if
you scan through this newsgroup you will find a lot of people who have one
or another problem with analog.
On the up-side, if you buy a dedicated Analog capture device you may find
that appropriate software is included. Once captured and provided its in a
format that Movie Maker can handle, you should be able to do some cool
stuff.
Have a read of Movie Makers Help File for more information on Analog