How can I get WMA files into itunes?

I checked the apple website, and it says that if you have higher than itunes 4.5, itunes should automatically convert WMA files into mp3 files. I have the latest version of itunes, and it wont do this. I've tried dragging the files directly from the folder into my itunes library, and that wont work. I've also tried clicking on "add to library" and then selecting the file that I want, but that wont work either. Help!!