Note: What's MSWMM?
A Windows Movie Maker file(.mswmm) is not video file actually. It is a project file of Windows Movie Maker (some sort of a text file, there are not any video). But to how to export the file as video file format. Please follow the step: open this file in WMM, Go to Finish Movie, then save to my computer. In the way, you can get .avi or .wmv file video.

In the case, convert Sony Bloggie MP4 to WMM supported file formats should be a way out. Doremisoft Windows Movie Maker Converter can give you the right solution for converting the Sony Bloggie MP4 to AVI or WMV for Movie Maker.

Here is step by step tutorial on how to convert MP4 to Window Movie Maker:

After you have installed the Sony Bloggie Video Converter on your PC, then run it.

1.Import MP4 video to the Sony Bloggie video to WMM Converter

By clicking "Add File" to load the MP4 to the program. Before that, you need to transfer the HD MP4 files from Sony Bloggie Touch camcorder to Windows computer hard drive via USB cable.

Step 2. Choose WMV or HD WMV as output format.
Under the menu of "Profile" to select WMV or HD WMV as output file format.

Step 3. Convert Sony Bloggie MP4 to WMV for Movie Maker
Hit "Start" to launch the conversion.

After the conversion is done, you can add the .wmv into WMM and enjoy the further editing in WMM.

More tips for you:
If you are using Mac OSX and try to edit Bloggie MP4 video in FCP, please refer to the Sony Bloggie MP4 to Final Cut Pro.