You probably converted an AVI, not a WMV. Some of the WMV transcoding functions are licensed from Microsoft and it costs somebody some money.
this from
http://www.microsoft.com/mac/products/flip4mac.mspx
*Discover More about Flip4Mac.*
*As an alternative to Windows Media Player for Mac, Microsoft has teamed up with Telestream to make its popular Flip4Mac program available to Macintosh users. With Windows Media® Components for QuickTime, by Flip4Mac™, you can play Windows Media files (.wma and .wmv) directly in QuickTime Player and view Windows Media content on the Internet using a Web browser.*
*Note: Flip4Mac does not support content that is protected with Windows Media digital rights management (DRM).*
So, it might your files be protected?
But If you can open the file in QT, you should be able to use the export functions. You just can't convert TO WMV without the paid version. similarly, if you can open the file in VLC, you should be able to export it or use Save As to transcode. If that doesn't work, you need to contact the VLC people, it's not an FCP issue.
bogiesan