When you are working with your Windows Movie Maker project go through and select the video clip you want to alter. Put your clip into the sequence either in the Timeline or Storyboard view. Once here, you can right click on the clip, and select Video Effects. Once the Video Effects menu pops up you can then find the appropriate tool for your brightness issue. The effect second from the top is Brightness. Decrease for darkening the image.
The third down from the top is Brightness. Increase if you want to brighten it up. Just select the image, press the Add button in the middle, and then the effect will move to the right hand column where the effects on that clip are listed. Once you have done this you can just press the OK button in the lower right hand corner and the clip will be brightened or darkened. You can also add the effect a different way.
Go to the left hand Movie Tasks bar, and select View Video Effects from under the Edit Movie heading. This will bring up a bunch of icons for Video Effects in the Collections display in the center of the Windows Movie Maker interface. Here you can then just select either Brightness, Decrease or Brightness, Increase and drag and drop it onto the clip in the Timeline.