So here I present to you , Mencoder which converts WMA file format to AVI format.
For Ubuntu :
sudo apt-get install mencoder
mencoder infile.wmv -ofps 23.976 -ovc lavc -oac copy -o outfile.avi
Similarly for Fedora :
sudo yum install mencoder
mencoder infile.wmv -ofps 23.976 -ovc lavc -oac copy -o outfile.avi
For something Vice-versa ... that is convertin from AVI to WMV , we have ffmpeg which is a famous command that most of you must have tried or atleast heard about.
The process for converting the file is as follows :
sudo apt-get install ffmpeg
ffmpeg -i "Input.avi" -s 320x240 -b 1000k -vcodec wmv2 -ar 44100 -acodec wmav2 -ab 56k -ac 2 -y Output.wmv