You don't have to convert them:
http://www.microsoft.com/windows/win...x/default.aspx is where you can download the world's crappiest official player ever and play those .wmv.
Since you didn't know about that, I'll also let you in on something that you probably don't know either: because of their nature, .wmv are
very often susceptible to be fake files (containing ads or directing you to some site). I'd suggest you stick rather to .avi, .mpeg, .ogg, .mkv...