hey dtheriault
there is a plethora of conversion proggies & tools (that include conv. of wmv formats) available for download on the net.
to name a few: convertxtodvd, ultra wmv converter, winavi video converter, magic iso maker...
i believe you can get all of these on a trial basis... use then uninstall.
(but remember to always follow with ad-aware & spybot-search&destroy, as many trial/free/share versions of proggies hide spyware/adware in the bundle)
out of those listed above, i, personally, only have experience with magic iso maker, so can only speak to that. it is also a image file editing & burning tool... it can convert virtually any format to another. it's interface is very user-friendly.
all this being said, it is very possible that your mydvd
does have a conversion tool. (i have no technical knowledge of that prog.)
i would, first, search the help files, tutorials, etc. of what you already have and see if you can not solve the problem there.
cheers ( ^_^)/U*U\(^_^ ),
~lethe