Hopefully, I'm not too late to help anyone else who is having this problem. The issue actually lies in the fact that MovieMaker exports Type-1 DV files, while VMS is only capable of handling Type-2 DV files. After a bit of searching, having encountered this problem myself, I found that ULead has a converter at
Ulead Systems under their free goodies download section, which will convert Type-1 files to Type-2 thereby solving the "no audio" issue.
Edit: I have noticed that, on my longer files, the converter seems to put out some garbage sound after about 19 minutes. It worked well for the first section of conversion. I might also try re-converting the file to verify that it wasn't just a glitch.