There is no option to convert WMA files and I can't convert files to WMA!

Your computer may not have Windows Media support installed. To download and install WMA support, click here.

If that's not the problem and you purchased the WMA files from certain commercial sites like Napster, Wal-Mart or MSN Music Downloads, the songs may be copy-protected. Check the music service's web page for information on what you are allowed to do with those copy-protected WMA files.