You can download FMV clips from websites like
http://bluelaguna.net and as for music, most people usually just use any song they like from their own MP3 collection or other. I don't know about specific free music download sites though. ^^;
Windows Movie Maker is pretty easy to use, all you have to do is get your clip and music onto the timeline and edit it to your liking and you're set to go.
Hope that helps!