LG VX-8300

i borowed a microSD card with an mp3 on it. i tried to save the mp3 on my phones memory. the phone does not allow me to transfer mp3 from the card to the phone only play and erase. i can move wma files from the card to the "my music" section. how do i convert an mp3 to wma?
i have winxp with windows media player 10.

thanks