you mean like right click? Cuz when I do that, it doesn't offer the "get info" selection. It's a file that once you click it once, it automatically starts to download.
When you say "doc" file, do you mean a Microsoft Word doc file? If so, maybe you've downloaded a bogus word document meant to look like a wma file. Then when you open it, a word macro virus launches. But luckily, you're using a Mac.
If not, then maybe you don't have the latest codecs for wma files (aka Flip4Mac).