I previously burned alot of cds with Windows Media player and it saves them as wma files. Now I am trying to access those music files with another program but it doesn't support wma, is there a way to convert all of those music files to mp3's without re-burning everything?
You're better off re-ripping your CDs to MP3s. Transcoding between lossy formats (MP3, WMA, etc.) is one of the worst possible ways to degrade your music's quality. If you need flexibility between formats, keep a backup rip of your music using a lossless format (such as FLAC, ALAC, APE, WavPac), which you can use later to transcode to your preferred format.
I reckon the easiest thing to is goto www.media-convert.com where you can convert to ANY FORMAT YOU WANT.. (Of the ones listed)
Welcome to the site Pigone!
Transcoding between lossy music formats is one of the worst possible ways to degrade the quality of your music (well, actually, it's pretty harmful to video too...). If you have any desire to maintain quality, always convert from the original source whenever possible, unless of course you're dealing with lossless formats.