Movie Maker is part of XP SP2. As long as you have SP2 or SP3 installed it should be there. If you need it again, Tucows has a download for it.
http://www.tucows.com/preview/753874
Might be an issue with your computer because I just checked a recently updated XP machine and it works fine.
It's probably just not really supported my Microsoft anymore.
Movie Maker for Vista and 7 is a lot better anyway. It doesn't crash all the time like XP's version did.
This one shows a lot of promise and it is currently available for Windows and sometime next month will be available for OSX and Linux.
http://www.lightworksbeta.com/