According to wiki.multimedia, XMV is the audio/video container format used on the Microsoft Xbox console. iMovie is unable to export in that format (as far as I'm aware).
If you used the Share menu item in iMovie to export it (using one of the preset options), the movie will be in H.264 format contained in a .mov file (or in some instances it will be in a .m4v file). The .mov file you've emailed to your friend will probably be in the H.264 format. This format is supported by YouTube.
The .mov file can be played in QuickTime - a version for Windows (or Mac) can be downloaded from this Apple site: http://support.apple.com/kb/DL837
Note that a free app MPEG Streamclip may be able to convert the .mov file to XMV. It can be downloaded from the developer's site here: http://www.squared5.com
(NOTE: I just checked this. It appears that there isn't an option to export as XMV)
Possibly she meant WMV not XMV. See this wiki article about the WMV format:
Open the .mov file with QuickTime on your Mac. From the QuickTime menu, click on Window > Show Movie Inspector. In the panel that opens, what does it show against Format?
Message was edited by: John Cogdell