I can tell you straight away that that is a Movie Maker project file, rather than an actual video. You won't be able to see the slideshow anyway as the files in the movie will not be located by Movie Maker, since they are all still on your computer.
To 'finish' a movie in Movie Maker, look on the left hand column to where it says 'Save Your Movie'
Click 'Save to My Computer' and follow the instructions from there. The finished video will have extension .wmv
