Legally? No. You won't find any shareware or freeware programs to do this.
The WMA format is patented, and the patent is owned by Microsoft. It is against the law to distribute any program that can read or convert WMA files without permission of Microsoft.
Having said that, there is a way to do it, though it reduces the quality of the sound. Run a cable from the speaker jack to the microphone jack of your computer, and use an audio digitizing program to digitize the sound as you play it.
