Files exported from audacity has horrible quality when used for Windows Movie Maker?

Not only WMM, but I also tried TrakAx. It both gives me a very fuzzy, weird sound. I tried exporting it as an mp3, WAV, etc. , but they all get messed up on the video editing programs. Whereas, if I use the sound recorder on Windows, and save it as mp3, it's fine. I need to make a video with pictures and the sounds that I recorded on Audacity. Someone help me fix this problem!! :'(