Do you mean converted them or else, just showing the wma icon. There's a big difference. It means that you have probably opened WMP and it, like most windows audio programs demands to be the default audio program. To change back, right click any of those files, choose open with, select iTunes and tick the Always open with option.

Else if it actually converted them, go to iTunes preferences, Advanced, Importing tab, and change conversion format back to mp3. If it did convert them, you can always get rid of the wma files and re-add the mp3's from the LW download folder.