I'd make sure that it plays ok before converting it, but it's up to you! You could try the XP codec pack (see my codecs link) for your WMP or just try it with VLC... if VLC gives you no sound then chances are that it's a bad file.
It's worth checking out a file before download with Bitzi. If the file's been rated then you'll get an idea of content & quality, saves wasting time downloading junk
How to use Bitzi

Thanks birdy i'll try vlc, if there's no sound i'll get back to the drawing board

Thanks for the advice

arca