dbpoweAMP will convert to and from wma files and a lot of others too.
get it here http://admin.dbpoweramp.com/dmc.htm
but if you get the plugin for nero you can burn wma files with it.
And as for mp3pro there is a nero plugin for that too. But DONT convert files from wma, mp3 or any other format to mp3pro cuz when u burn them to cd thay sound crap. You can rip an original to mp3pro and it's great but in my humble opinion when u convert to it from another format they sound crap but it's just my opinion try it and make your own mind up