A few months ago I was looking for the same thing and could not find any Mac app to do that directly. There may be some now or maybe I missed them before, but Versiontracker.com didn't help.
There are, however, plenty of PC shareware to do that.
Another option is to use something like Audio HiJack to capture the WMA as it plays to an AIF. Then use iTunes to RIP the AIF to an MP3. Pain in the butt, but if you only need a few it won't be too bad.
If you go to versiontracker.com and search for WMA, a few things come up under Mac OS X. Don't know if any of them will help.