Most WMA files convert without a murmur. A minority throw an error in every tool you try, and no amount of searching turns up one that works. The reason is DRM, and it is worth ten minutes of understanding so you stop looking for a solution that does not exist.
What PlaysForSure was
In the mid-2000s, before streaming, digital music was sold as downloads. Record labels would only permit that if the files were locked, so Microsoft built a DRM system for WMA and branded it PlaysForSure.
The mechanism was straightforward. The audio inside the file was encrypted. To play it, your software contacted a licence server operated by the store you bought from, proved you were entitled, and received a decryption key tied to your machine. The music itself never existed in playable form on your drive — only the encrypted version plus a licence.
Stores using it included Napster (after it went legitimate), Yahoo Music, MSN Music, Walmart's download store, Wal-Mart's successor services, and Microsoft's own Zune Marketplace.
What went wrong
Every one of those services shut down, and when a service shuts down its licence servers go with it. MSN Music closed in 2008. Yahoo Music Store closed in 2008. Walmart's DRM service ended in 2008. Napster's original store was absorbed and re-launched repeatedly. Zune Marketplace was retired.
The consequence is that the files still exist but the keys cannot be obtained. In many cases the original software cannot play them either — people found that reinstalling Windows or replacing a hard drive permanently locked them out of music they had paid for. This was a genuine scandal at the time, and it is the main reason the industry moved away from download DRM towards streaming.
Why no converter can help
A converter reads audio, decodes it, and re-encodes it in another format. With a protected file, the first step fails: the audio is encrypted and the key is not available. There is nothing to decode.
This is not a limitation that better software solves. It is encryption working exactly as designed. Any site claiming to convert DRM-protected WMA is either mistaken about what your files are, or is selling you something on a false premise — and in several jurisdictions circumventing DRM is separately illegal regardless of whether you own the content.
How to tell which files are protected
Three quick checks.
Where did it come from? If you ripped it from a CD you owned, it is not protected. Ripping never applied DRM unless you deliberately enabled Windows Media Player's "copy protect music" option, which was off by default in later versions. If you bought it as a download in the 2000s, it probably is protected.
Right-click, Properties, Details. On Windows, protected files often show a "Protected: Yes" field or a licence-related entry.
Try converting one. The practical test. Unprotected files convert in seconds; protected ones error immediately. There is no harm in trying.
What you can actually do
Realistically, the options are limited and none of them is a converter.
Check whether you still own the physical CD. Many people bought downloads for convenience and also own the album. Re-ripping is the cleanest fix and produces better quality than the original 128 kbps download.
Check your streaming subscription. Almost anything sold as a download in 2006 is on a streaming service now. If the goal is listening rather than owning, this is the pragmatic answer.
Re-buy the handful that matter. Modern purchases from Bandcamp, Qobuz, Amazon and the iTunes Store are unprotected MP3, FLAC or AAC. For a few genuinely irreplaceable albums this is worth the cost, and the files will not evaporate next time a company folds.
Accept the loss for the rest. Uncomfortable, but honest. The purchases were made under terms that turned out to be worse than they looked.
The good news
Protected files are a small minority of most collections. The overwhelming majority of WMA sitting on hard drives today came from CD ripping in Windows Media Player, and none of it is protected. Those files convert in seconds with the WMA to MP3 converter, and the step-by-step guide covers the process.
If you have a large library, the sensible order is to convert everything, note which files failed, and only then investigate those individually — the library rescue plan covers working through a big collection in order. And when you rebuild, use formats without this problem: MP3, or FLAC for archiving, both of which will still open in twenty years without asking anyone's permission. The tags guide covers keeping the metadata tidy along the way.
One lesson worth taking
The WMA DRM story is the clearest argument there is for owning unencrypted files in open formats. A file that needs a company's server to play is a file you are renting, whatever the purchase page said. MP3 and FLAC have no such dependency — which is exactly why converting your library to them is worth the evening it takes.