THeres afew issues here going on, I'll cover the basics first.
iTunes does not support WMA, it will convert them instead so you can play them in itunes. Theres 2 main reasons for this 1 is WMA is a format made by microsoft, any player supporting the format has to pay microsoft whats called a royalty fee, apple is not about to do this because reason 2, apple has there own format with a royalty fee and thats AAC.
AAC is more compact than a MP3 but its not universally supported by software and devices like MP3 is. So you have to choose if you want to stay with AAC to save space on your PC or go with MP3 so you can have one format you can play in iTUnes, WMP and other programs/devices.
In iTUnes if you goto Edit>Preference>advanced tab>Import sub tab you can change it from AAC to MP3 so all WMA file you add are converted to MP3 (As well as all future songs you add, like from CDs).
All WMA files that are converted will make 2 copies. iTUnes will leave the original WMA file on the PC and put the COPY of the converted file (Be it AAC or MP3) In My Music>iTUnes>iTUnes music folder. SO once converted you might want to delete the wma files or take them off the PC and put them on a backup disc if you wish to save on harddrive space