WMA files do not play in iTunes and on iPods. However, the Windows version of iTunes can convert (unprotected) WMA files to a format that iTunes (and iPods) CAN play, such as MP3 or AAC, so my assumption here is that you imported WMA audiobooks into iTunes, and iTunes converted them based on how you have the iTunes import settings configured.
Another assumption is that because iTunes did not know these audio files are audiobooks, they were classified as songs (music) by default. Do they appear in iTunes under Music, not Audiobooks? If they appear in the Music library, that is why the do not resume where you left off (and have other issues). iTunes and your iPod are treating those audiobooks (that were converted from WMA) as songs. (If my assumptions are not correct, please post back.)
You can tell iTunes that these "songs" are audiobooks. First, if the iTunes sidebar (along left side of window) is hidden, from the menu bar, under View, select Show Sidebar. You should also create a new playlist in your iTunes library as a temporary "holding place" to keep these audiobooks together while you work on them.
Put all of the WMA converted audiobooks on that playlist. Select (highlight) all of the items on that playlist, and do a Get Info on the selection (right-click - Get Info). On the Info window, go to me Options tab. Change Media Kind to Audiobook. The audiobooks should now appear in the Audiobooks library, not Music. You can confirm by clicking on Audiobooks under LIBRARY in the sidebar.
Back on that playlist, you need to do some other "housekeeping." For multi-part books, you need to tell iTunes that separate audio segments are "chapters" of the same book, and the correct playback order. To do this, select all the segments for a particular book. Do a Get Info on the selection. On the Info window Info tab, in the Artist field, enter the name of the book's author. In the Album field, enter the book name. This tells iTunes that the selected items are part of one book (not separate audiobooks). Then, select each segment separately (one at a time). In the Name field, enter the "chapter" name (these can be Part 1, Part 2, etc.). In the Track Number field, enter the correct sequence for each item, from 1 to whatever. This tells iTunes the playback order.
Obviously, if you buy an audiobook from the iTunes Store, all of this data is there already. But if you add external audio files to the iTunes library, you need to provide this information to iTunes.
When you sync these audiobooks to the iPod now, they will be treated as audiobooks, not as songs.