You need an audio converter. I'm not sure why you'd want to change from mp3 to wma. Most players will play mp3. What is more, both mp3 & wma are highly compressed lossy formats. ie: in order to reduce the size so much, they throw away information about the song starting with the higher frequencies. So compressing it again will lose even more quality.

Audacity: http://audacity.sourceforge.net/download/mac will convert from mp3 to wav. It is free. But you'll need to downld several packages from that site so it all works properly.