just to add to Craig's excellent hint:
indeed, since v0.8, the VLC is able to convert some .wmv; it has to be versions WMV1 and WMV2, not WMV3...
and:
VLC has no "export" button, you have to look in the
import dialog (??), you'll find in the lower left a checkbox plus an options button... not really convenient, and it works just for
some wmv...it is free, so give it a try
well, as I wrote often, way too much options in the PC world for me ;-))))