Windows Movie Maker usually does a good job of identifying scene breaks in your video and then splitting the video up into clips accordingly. However, you'll occasionally end up with a clip that contains more than one scene. When this happens, you can split the clip into two separate scenes.
To split a video clip, locate the playhead at the first frame after the scene break. Click the Split icon, or use the keyboard shortcut CTRL + L. This will break the original video clip into two new ones.
If you accidentally split a clip in two, it's easy to restore the original, full video clip. Just select the two new clips, and click CTRL + M. And, voila, the two clips are one again.