You can use a program like Advanced MP3/WMA Recorder :
http://www.xaudiotools.com/ : to record your WMA file to MP3. Just play the WMA file on your player, and record It to MP3 with the Recorder. I don't think you will lose much, If any, quality of the music. The Recorder will record anything that goes thru your sound card. You should be able to find a free recorder with a goggle search.