Ah. If its WMA then its not supported by the Kindle unfortunately. It only does MP3 audio so you'd need to convert it to MP3 before it can be played by the Kindle. There are many tools available to convert. Somebody else will have to chime in with recommendations as I don't use WMA normally so not really sure on what tools are the better ones.
Your books that are MP3s should work fine though.
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