How can I change the format of my audio from wma to mp3?

I ripped some cds a few years ago to my pc and they were saves as wma files. I burned them to a disc and they don't play in my mp3 player because they are the wrong format. I don't have the cd's anymore because they have been lost or destroyed by my kids. I did try to download a program from the internet to convert them, but it didn't work because the files are protected or something. Any advise?