Windows Movie Maker
It’s free with Windows XP, and is surprisingly useful and easy to use.
Once open, click “Import Video” and bring in the first clip. Because I’m making the movie and so I get to decide who the star is. I’m the first to be shown!
Drag the clip down to the “Video” line and import the next clip…
And so on. The help files are pretty good for Windows Movie Maker, and it’s fairly intuitive; let’s skip ahead a bit, to adding music, making titles, credits, and saving it out.