It is recommended that you not download .wma files...

What you should know about WMA files

That link may resolve the first problem you're having...

As for the 'downloading media usage rights,' .wma files are often copywrited and CANNOT be opened unless you have the license. If you rip a CD with Windows Media Player, it gives you the option to copywrite the files, in which case the files can be opened on your computer only. I know that you can buy .wma files online, and perhaps these are also copywrited (I'm not sure...buying .wma files isn't very popular).

Hope this helps