Burning a Video clip

I was helping my son's GF do a lil documentary project for her college class.

she basically video taped me 'talking' for 10 min on a subject.

I used that Movie Maker to copy it to the computer, then i tried to burn it to a CD
when i went to make sure it copied correctly, it only copied the audio, not the video.

any idea what i did wrong?

I,m totally new to this.

I tried a DVD too, and the recording software said to put in a "new" CD.

I ended up putting the file on her flash drive, so at least she had a copy for class.... but i'd still like to burn her a copy for her project.

Terese