How To Merge Videos in Windows LIVE Movie Maker?

I'm wondering how to take several 3 minute videos and combine them to
make *one* three minute video in Windows Live Movie Maker?
Kind of like what Julia Nunes does in her videos;
ex-
http://www.youtube.com/user/jaaaaaaa?blend=1ob=5#p/search/0/7pmpo8THQJk

So yeah, how exactly do I go about making a video like that with
windows live?