yes you will need your own personal website and then create a link in your post that goes to that file on your website.

In order to change wmv (isnt wmv a movie file and wav a song file? anyway), you need to find a wmv > wav converter. Just go to google and type in "wmv to wav converter" and look around a bit, shouldnt be too hard to find something like that.

EDIT: fast reply ey? seeing as how the post before you was in January