The Windows Media Video codec (.wmv) is a subset of Microsoft's Advanced Systems Format (ASF) container format. WMV files can be played by players such as MPlayer or Windows Media Player, the latter being only available for Microsoft Windows and Macintosh systems. WMV is a closed source, propriety codec that cannot be manipulated. It is not suggested for editing.
Step 1: Free download and install Video Converter
After the download is finished, run the AVSVideoConverter.exe file and follow the installation wizard instructions.
Step 2: Select your want to convert video files
To select a video you would like to convert hit the Browse... button next to the Input File Name field. In the opened Windows Explorer window browse for the necessary video file. You can add more than one video files at a time by clicking Browse button many times.

Step 3. Select WMV as output formats
After you have selected the video input file, click the To WMV button.
In the list of Profiles (Profile field) select one of the offered preset profiles. Or click the Edit Profile button to manually set the profile parameters.

Step 4: Set up a proper video output file path
After all the settings are done, Click the Browse... button next to the Output File Name field and select a location on your HDD for the output video file.
Step 5: Convert video to WMV
After you have set up all the conversion parameters, hit the Convert Now! button to start converting. You can visually judge the conversion process if you hit the Advanced>> button.

So simple steps, would you like to try it, you can use this video converter convert video between Almost Any Formats.
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For mac users, you can download Mac Video Converter