Hi Leeanne,
The speed at which Windows Movie Maker, or in fact any media-creating software can create a video is determined on what hardware your computer has. For this specific task, the CPU speed will be the largest factor which determines your speed. Chances are, your friend has a significantly more powerful CPU than you do, and can therefore render videos quicker. The read/write speed of your HDD may also be affecting this, but I'd guess it is more CPU related.
What processor (CPU) are you using right now? Do you know the name of it, the amount of cores and clock speed? These can easily be found on 'Computer'.
Jack