You should never convert from one lossy format to another. Instead, rip them as mp3's. Check the options within your ripper (I'm guessing wmp right?!) You may need to download a different WMP mp3 encoder plug-ins (link). Else, get another audio program for converting such as either WinAmp or iTunes which give you many options for encoding & not just the lowly wma format.

I find WMP such an annoying program to use. As soon as you open it wants to connect to the net. By default it converts to wma. So if you do downld extra plug-ins instead of another player, then:
Under Tools>Options>Plug-ins, enable the mp3 plug-ins.
Under Tools>Options>Copy Music
Uncheck Copy protect music.
Make sure the audio quality is reasonable (don't use the very low default of 128 kbps) & set at 192 or higher kbps.