Question
 

How do i change the format to windows media?

Why change the format to wmp? Are you talking about audio or video? If you mean converting one lossy format to another, then all I'd ask is you don't re-share the converted file. It will have less quality than the original.

I suspect you're missing codecs as you can't play the file right!? For codecs, see CODECs list and alternate players for Movies & use GSpot to detect which codec you need. For m4a files, you need the 3ivx codec. Use VLC (has in-built codecs) as a previewer or at least as a backup video player. It can also play most audio formats. http://www.videolan.org/vlc/features.html