Songs appear in tunes but do not appear on iPod

I have all my songs in "My Music" folder on my Windows PC.

I just downloaded iTunes, and clicked "Scan computer for Music".

After about 5 mins, all my music appeared in iTunes, and all plays perfectly well.

I connected my iPod to the computer, and it started syncing.

When I eject my iPod, some of the songs (possibly one that are naturally wma) do not appear on the iPod.

How do I solve this? Usually iTunes would automatically start converting the wma files, but it didnt even try to do this.

There must be a simple explaination to theis very frustrating problem. Please help.