Unless Google is letting me down badly, there seem to be hardly any courses in media production offered by colleges or universities in Tanzania. So, if you were to follow your dream, you might need to study in another country. (Within Africa, that might mean studying in the home of Nollywood, Nigeria, or possibly seeking a university place in South Africa. Otherwise you might have to seek entry to the UK or USA on a student visa). That certainly wouldn't be easy but it might still be worth investigating.
Otherwise, choosing a relevant course in business studies might still be appropriate. One of the biggest task facing any movie producer is keeping the finances in order. A qualification in business studies, possibly topped up with a four month course in film production at Morogoro School for Journalism, might still open a few doors for you in the movie industry.
Having written all of that though, my advice would still be to initially try to find one of the very few institutions in Tanzania offering Multimedia and Film Technology as a course. (Dar es Salaam Institute of Technology has both OD and Bachelor programmes covering those fields). Studying at higher education level should NEVER be linked solely to possible career prospects (unless, of course, it's totally unavoidable, as in the need to study Law to become a lawyer). You should be studying what really INTERESTS you. You're far more likely to get a top exam result in a subject that's fully captivated your attention, for all of the time that you've been studying it, than in one that's had you bored rigid for several years.
If you find a way to make it possible, FOLLOW YOUR HEART!