CAN ANYONE POINT IN THE RIGHT DIRECTION, AS ON HOW TO DO THIS,KIND REGARDS 
Try VirtualDub http://www.virtualdub.org
and use the WMV plugin http://home.comcast.net/~fcchandler/index.html
Doesn’t always work, but it’s free.
You can download super to convert wmv to avi format
http://www.afterdawn.com/software/video_software/video_encoders/super.cfm
There are so many kinds of video converter programs such as Moyea Video Converter, Pavtube Video Converter.
They convert between videos such as AVI, MPEG, WMV, MOV, etc.
Just google search.
By the way, I think when choosing an apprieate program for oursefves, we should consider not only its quality, functions, but also its after-sale service.