oh... is this what happened?
you filmed your clips, you plugged in your camera to your pc, you went into windows movie maker and imported the clips straight from the camera, edited your video, and when you unplugged the camera from the computer it says it cant locate the clips?
i get this a lot, i use clips straight from my camera plugged to my pc, and when my camera runs out of battery the clips 'go offline'. the solution is simply to copy and paste the clips from your camera onto your hard drive first off.
as for fixing this, youll either have to reedit, or if it gives you the option to locate the missing clips, plug in your camera and do that.