Transferring a video to computer from Iphone 4?

How can I transfer a video from the iphone to my computer, when I plug in the usb cord I only see videos / photos from my camera, but this video is in the "Videos app" how can I transfer this?

Added (1). Where in Itunes is it? I tried exporting the file from itunes but it only does it in a M3U file which is for music but I need it in windows movie maker

More info, see comment below

Use iTunes.

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