.WLMP is not a video file format is a project file format used in Windows Live Movie Maker. Basic steps you will need to do are:
- Open Windows Live Movie Maker.
- Click on dropdown menu (top left) and select Open project.
- Browse for you .WLMP project file and Open.
- Click on dropdown menu (top left) and select one of the Save movie options (not project). Your project will now start to render as a movie which may take a significant length of time.
You should now have a video file in the common .WMV format. You can now use a convertor program or a suitable video editing program to change your .WMV file into one of the formats you need.