First of all, here's a VERY easy way to compress your video. You edited your video in Vegas right? Well here, take your finished video (.wmv) and import it into Windows Movie Maker. Now put the video in the timeline and publish the movie as "best quality for playback on this computer". It should be much smaller.
Wouldn't it still save as a .wmv though?
And yeah, that's the site I used. But when I downloaded the converted video it was still mega massive, and the sound was screwed.