MP3 Box

So, after I’m done messing around with a song on Audacity, I go to save it. I saved it (using the “Save project as…”) and I tried to put it in WMM (Windows Movie Maker), but it wouldn’t work. What can I do to get the saved music to work on WMM. I know there’s a way because I’ve done it before a long time ago, but I can’t remember.

And when I click on “Export as MP3″ and press “save”, it says: “Audacity does not export MP3 files directly, but instead uses the freely available LAME library to handle MP3 file encoding. You must obtain lame_enc.dll separately, by downloading the LAME MP3 encoder, and then locate this file for Audacity. You need to only do this once.” So, if I just need to get the LAME library to export as an mp3, where can I get it?

Early thanks to anybody who can help me!