That's odd, I use Roxio Toast (mac) & it is fine for converting audio files. But then again, I will more than likely use iTunes or Audion to convert to aiff format before burning. For those who'd like to convert to aiff/wav & also normalise, Audacity is a free audio editor which can do the job. It can open & convert to mp3, ogg vorbis, wav/aiff. Not sure if it supports wma though.
http://audacity.sourceforge.net/windows.php