How to Convert Sony MMV file to MP4 AVI WMV on Windows 10, macOS Sierra, High Sierra

MMV Video file, with the suffix .mmv, is created by some Sony digital camcorders by 12 Mbit/s MPEG-2 compression. I thought it could be easy to convert MMV since it is in MPEG-2 but I have tried a couple of video converters hoping they can read the Sony MMV format. However, when I drag an .mmv file into the apps they do not accept it. I finally worked it out and will show you how to convert Sony MMV to MP4 AVI WMV.