Well, as a budding clay movie maker myself, I hope I can give you a few tips...
Don't use your DSLR to shoot the photos, the aspect ratio is ofter weird and the photos take up a huge file size.
Depending on what kind of stop-motion movie you want to do, get a decent mini-tripod. Jessops does a very good one. Failing that, just get a huge wad of Blu-tack and stick it under your camera
Stick your characters down with Blu-tack or, if you have clay characters, with their feet. There's nothing worse than almost getting through a scene when your guy falls flat on his face.
If you're doing claymation, use a frame rate of between 12 and 15FPS. For video, that would look awful, but in claymo it's fine.
DON'T use Windows Movie Maker for the stop-motion bit.
As for the movie making part, you can either go for Stop Motion Pro, which costs a bit of cash, but is VERY good (the Junior model is £40), or you can go for VirtualDub. I don't use this as I use SMP, but I've heard really good things about it.
Do things in little bits. For my movies, I do about 100 photos at a time, put them together, and do 100 more. Also, do each stage in bits. Shoot the photos, compile into a movie, add sound, etc etc.
I think that's about it, really. Just take your time and try not to get stressed. If you need any more info, feel free to ask! Good Luck!