Well, you need a dvd ripper for such an action. If you're opposed to actually buying a program, (like me, because I'm cheap), then may I suggest AoA DVD Ripper. It is free, and just a trial, but the trial doesn't run out, you can use it forever. The only restriction is you can only import 10 minutes of footage at a time. Not too bad, though. Anyway, go here:
http://www.aoamedia.com/dvd_ripper.htm and just download the program. Install it, run it, put your dvd/anime in your compie, in the programs window, I have found that importing by chapter works best, but the chapters may be too long, if so, then you will have to import by some other way. Don't worry though, there are several methods within the program, all displayed on the left side of the window. Chapter, etc. And, umm, once you do that, depending on what file type you saved the clips as, you can then import them into Windows Movie Maker, or you can convert them with some other program and then import them into WMM. Either way, hope this helps, and best of luck with your AMV'ing!