It used to not be possible... maybe because Windows iTunes uses Windows Media components to make it happen, perhaps just because of MS/Apple pissyness... There are programs like MusicMan and EasyWMA that do it on OS X but I'm not aware of a free one. I'm not sure if you can use Flip4Mac free version to import a WMA into a program that has an "Import via quicktime" feature or not, but if you could, you could certainly save it as pretty much anything else and then convert it easily the rest of the way.