benkenn,
Which version of Media Jukebox do you have? Go to "settings" "Options" and scroll down to "Encoding" (about the sixth one down) and click it. The encoder options should show up. I am assuming that yours would show "Windows Media" in the pull-down window because that's what WMA files are. Click the arrow next to the window and a list of available encoders will drop down. The MP3 encoder is called just that. If it doesn't show, you'll need to download it. Just click the link that says "for more encoders...", etc. and download the one on the list that is for your version (either v7 or v8). When that's downloaded, go back to encoder options (you may still be there) and select the MP3 Encoder. Click OK and you'll be back to the main MJ screen. Find and highlight the files you want to convert, select "Tools" and the "Convert format" It will say at the very top of the convert window what format you are converting to and show the list of songs that you are converting. If you have too many, cancel and then you'll have to delete some from the playlist (it won't delete them from the library) and "convert" again.
Let me know if it works.
CVIII