I'd use iTunes myself or another program such as one that makes it work with QuickTime to be able to convert. iTunes can play & burn wma files.

Otherwise, Wondering Why gave you a link to their forum. In the first section listed would be a good place to ask.
Normally I should imagine you open the file & go to file menu & choose convert to or save as ... that's the way most audio programs work. In the case of iTunes you select in list from Library & go to advanced menu bar & choose convert to.