WMA files will need to be converted to a more universally accepted format like MP3 or even AAC. On a PC, you can simply drag and drop non-DRM WMA files into iTunes, and they will automatically be converted. If you are starting with DRM-managed files from an online music store, you'll have to go through a more convoluted process.
To convert those WMA files, try All2MP3. As the name implies, All2MP3 only outputs to MP3, but it does support more input formats including MPC, APE, WV, FLAC, OGG, WMA, AIFF and WAV. Using All2MP3 is as simple as launching the app, selecting the output quality and dragging the files to be converted to the window. Upon completion, all of the MP3s can be brought into iTunes or whatever media player you select for your listening enjoyment. PC World has a couple of other options for WMA, Ogg and FLAC audio conversions as well.