The video from the webcam is stored in "DEXXA" format??
Unless the video from the webcam is stored in a format that can be converted, you might have problems finding a program.
As far as converting to a locked format, WMV, which only will play correctly with the correct WMV codec and on a Microsoft Windows platform, you might want to think of a format that everyone can view. Which is likely an avi container format.
There are many program for free that do video conversion. You might want to try "VirtualDub", there are old versions of this program hosted at Oldversion.com