“Composition>make movie” adds your selected comp to the render queue using the default Render Settings and Output Module. To be honest, I haven’t found a difference between that and “add to Render Queue”. Anybody?
I was thinking you might have been using File>Export, which wouldn’t give you the choice of any Quicktime codecs, and MJPEG-A is one of those.
You can find MJPEG-A if you choose one of the options I recommended then go into the Output Module, make sure Quicktime is selected, then under “options”, look for the MJPEG-A codec.