How do i change format of a video file to a format that is acceptable for you tube, face book etc.?

I have changed it from windows media player format to everything else i could think of doing on it. Started out with Adobe 4.0 i believe and that wouldnt work i tryed quick time format and such but nothing seams to work help.How do i change format of a video file to a format that is acceptable for you tube, face book etc.?i dont know about adobe 4.0 but windows movie maker converts it to avi which youtube accepts if you dont want to use that then use a video converter software and convert it to mpeg4 which is the best for youtube quality.