Next question. Is that KazZa or Kazaa? :D
Actually I was looking for the file extension. Anyway mpeg files are either audio files like *.mp3 or video files like *.mpg or *.mpeg. Now to convert mp3 files into *.wma files, I use a program from WIndows XP Plus! called "Plus mp3 audio converter". there are others like suggested in this thread:
is ther a way to convert .mp3 to .wma?
Mpeg video files can be converted into *.wmv and I use Windows Movie Maker to convert my *.mpg files into wmv files.