You can add special effects like CHROMA KEY for blue screen or green screen by installing Add-ons (XML)in the AddOnTFX folder in your Shared folder.
Someone told me about it the other day, but they have Windows XP so they can use the method above.
For people using VISTA like me it's a bit more difficult.
I did find an "add-on pack" if you will that iincludes several effects and it works with Windows Movie Maker (WMM) 6.0 in Vista.
You can find it at
RehanFX, and it is on sale for only $10.
I tried it out with a blue screen with my business name to create a sig overlay, which you can see in the attached video.
Yeah, it's just a simple text message in a basic font, but the blue screen chroma key transition effect works great.
I'm testing the trial now, but I already know I am going to register it.