Visit the MediaMonkey website at "http://www.mediamonkey.com". Click on the "Download" button to download the MediaMonkey software, then install the program on your hard drive by following the instructions provided.
Open the MediaMonkey software and give it time to create a media library of the audio files on your computer's hard drive.
Find the Windows Media Audio (WMA) file with the art you would like to copy and drag it into the "Now Playing" pane.
Select the WMA file when it shows up in the "Now Playing" pane by clicking on it. The cover art attached to the WMA file will be displayed.
Right-click the artwork and choose "Edit Album Art Properties." Right-click the artwork again when the "Track Properties" window pops-up, then choose "Save As" to store the artwork on your hard drive.
Visit the CoolUtils.com website at "http://www.coolutils.com".
Find the orange box labeled "FREE online converters from CoolUtils," then click on the link to the right labeled "Online Image Converter."
Click "Browse," then choose the image file you would like to convert to a JPEG file by double-clicking it.
Click "Convert to JPEG," then save the file to your computer.
Open iTunes.
Scroll through your iTunes library until you find the audio file to which you would like to attach the WMA artwork you have just extracted and converted. Click on the audio file to highlight it.
Select "Get Info" from the "File" menu.
Select "Artwork" from the pop-up window that appears, then select "Add."
Browse your hard drive to find the extracted and converted WMA artwork. Click on it to highlight it, then select "OK" to attach it to the audio file.