Click the "Start" button on your computer, choose "Programs" and select Windows Media Player.
Click the "Burn" tab within Windows Media Player.
Drag and drop the WMAs you want to play on a CD player into the "Burn List" located in the "Burn" tab of Windows Media Player. When finished adding WMAs to the list, click the "Start Burn" button.
Insert a blank CD-R (CD Recordable) into your computer. Once the disc is in, the WMAs will be written to the CD-R.
Eject the CD-R when the burning process is complete. Then insert the CD-R into your CD player and press play. You have now successfully played WMAs on a CD player.