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You haven't given us anywhere near enough information to help you.
What version of After Effects? Have you installed the recent updates? What operating system? Exactly how are you creating your movies? What, exactly, step by step, are you trying to do that's failing? Has this ever worked before?
I am useing Windows Vista (64-bit) and When i make. Shooting videos i Export the Video to my desktop and it shows up as a .Xfl file and i need to make it a Wmv file so i can put it on youtube.
It seems pretty clear that you need to back up a few steps and learn the basics of After Effects. Please, start here to learn After Effects, and work your way through the basic materials.
You exported an XFL file, which is not a movie file and is not useful for conversion into a movie file. It is a kind of project file that can be loaded into Flash Professional for creation of Flash projects.
The basics of rendering and exporting movie files are here.