Windows Movie Maker/Organising collections
Above the main space in which the thumbnails are viewed is a small rectangular box with the currently viewed collection's title displayed. Clicking on the blue arrow to the right brings down a box with all of the collections names displayed. Clicking on one of the names brings down the corresponding collection.
Creating a new collection 
Click on the NEW COLLECTION FOLDER box, the icon of a folder with a red star on it. This new (empty) collection folder will be displayed in the main space, and on the far left a folder will appear in the list with the name NEW FOLDER. NEW FOLDER should be highlighted - then you can enter your collection's new title.
Moving video and audio from collection to collection 
Click on the COLLECTIONS tab below HELP. Open the collection which contains the video or audio clip you want to move. Then simply click and drag the thumbnail of your desired clip onto the desired folder on the left of the screen.
Deleting collections 
Click on the COLLECTIONS tab to bring up the list of collections, then simply click on the collection you wish to delete and press DELETE on your keyboard.