If you are not using Audacity 1.3.7 (or later), convert the .WMA file to either .MP3 or .WAV format. (.WAV files are much larger, but are faster to process. Only use .WAV if you have tons of free disk space available.)
  1. If using MMConvert to do this,
    1. Start MMConvert
    2. On the left side, click Convert to Mp3.
    3. Click Add.
    4. When the Open screen appears, select the .WMA file and click Open.
    5. Click Okay.
    6. Click Execute.
  2. If using WinAmp to do this:
    1. Start WinAmp.
    2. Select FilePlay file.
    3. When the NullSoft Disk Writer - Choose File Name screen appears, save the audio file as a .WAV file. (If the NullSoft Disk Writer screen does not appear, check your WinAmp configuration.)