How do I import neon text pictures into Windows Movie Maker?

Okay so I made a whole bunch of pictures with neon text in them with photoshop cs3 and it was saved as .psd and when I try to import it into Windows Movie Maker it won't import it says that file isn't supported and if I try to change the name of it, it says that the file is corrupted or something and it won't open.. can anyone please tell me what's wrong or how I can get it to import?