Hi Nickidols,
What does it say as error. Something like protected or so or just it doesn't play. In the first case, there is nothing to do. You can use UNFUCK or FREEME to unprotect it, but you it doesn't always work in the way we expect. In the second case, maybe it's not a WMA file but a ZIP,RAR or ACE or whatever file that has to be uncompressed or something like that.
More INFO is Needed.
Cheers,
El_Matador