Phex filter: Click on Filter Rules and enable default Scam file filter. I think wma is included by default in this filter. You can check and add it if it is not.
If perchance you are a lost Limewire user, go to Tools> options >filters>keyword>and enter .wma as a keyword.
Most audio files on Gnutella are mp3. I have once or twice been able to find what I want only in wma, and very rarely the files were good and I could convert them to mp3 with an application I googled for: Easy wma ..but it is for Mac only. There are similar programmes for windows