well... assumming that it's an issue of DRM (damn Microsoft!) you can try a program named (quite inelegantly, but I guess adequately) "Unf*ck"... it removes DRM from .wma files, so you can do whatever you want with them.
Before you try that, though... there's a free program called dbpowerAMP music converter (which I use extensively), that comes with a lot of available codecs, and I'm sure it can convert any file into anything else.
Failing these, you can always try to just play the file and simultanously record "What U Hear" from your soundcard into .wav. Not very elegant, but it will do the trick.
and by the way, .wma is evil... why don't people understand that it's not a good format is beyond my comprehension...