Open the file using Windows Media Player, RealPlayer, WinAmp, or another WMA-capable player.
Mac users must install Windows Media Player for Mac in order to play WMA files. There are also some alternative players available for free:
You can convert WMA files to iTunes-compatible MP3 files by using Easy WMA - please note that this software is not free, and costs $10 USD at the time of writing.
Please note that Musicroom.com is not responsible for (and does not vouch for the quality of) the content at the external links above.
The free Mplayer software can play WMA files.