Purchase or download a MP3-to-WMA conversion utility. Try Koyote Soft's Free MP3 WMA Converter if you do not have a program in mind (see Resources). As the name suggests, Free MP3 WMA Converter is shareware.
Launch your MP3-to-WMA conversion utility.
Add MP3 files to the MP3-to-WMA conversion utility's file viewer window. Click "Open File," then "New File," or "Load File" from the program's "File" menu. You may alternatively drag and drop the MP3 files you intend to convert from their file folder into the MP3-to-WMA conversion utility's file viewer window if the program allows.
Set the output format to "WMA" from the "Format" drop-down menu if it appears in the program's main window. Otherwise, click the "Convert" button and perform this action in the ensuing dialog.
Click "Convert," then "OK" or "Save" on your MP3-to-WMA conversion utility's main window or conversion dialog. The converted WMA file will save to the default destination or output path listed in the conversion dialog. The file will be ideal for WMP and other Windows media applications.