I have not been able to change the format in which files are ripped from .cda (the J River default) to .WMA.
I have gone to the ripping actions options and specified WMA as the encoding, but the outcome of a rip is still a file denoted ".cda".
How do I do this?
Setting the file format in Tools/Options/Encoding should set the format for files created when a CD is ripped.
The .cda format is shown in the drives & devices view for your DVD drive. This is the format of the audio "file" on the CD itself and not the output format. That won't change when you change the encoding format.
When you finish ripping a CD, look at the Playlists/Recently Ripped view. The file type shown there describes the ripped files. That should be WMA for your case.
Bill