QUOTE
I used DVD Shrink to get the files off of the DVD & then I changed the file extension to .MPG, I tried to import those clips into Windows Movie Maker
Dude, I found your problem

... What do you mean by you changed the extension? .VOB and .MPG are two COMPLETELY different types of files... You need to convert the .VOB files to .MPG. Try WinAVI to convert them, if you are still having problems then download the K-Lite codec pack and install the codecs that it is asking for...

Hope this helps you...