How do people make those movies?Follow

I need some help making some WoW movies. I went to www.fraps.com and go the software there to make the movie. Now I just need to know how to put sound in it. I tried using Microsoft Windows Movie Maker and I don't think that works. I tried VirtualDub and I don't think that works. Does anybody know how to add sound to my movies? If anybody knows and can post a step-by-step response I would sure appreciate it. Thanks.