If you've got Windows XP SP2 and you don't have the latest version, download Acoustica MP3 Audio Mixer 2.471b here.
If that's not the problem, your computer may not have Windows Media support installed. To download and install WMA support, click here.
Finally, if 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.