So in regards to WMA's... The VOX itself does play them no problems for me in the default music player, same with WMV's (via Gallery).
Overdrive is a different story; The book I had downloaded was MP3 it would seem. I tried to download a WMA file and it downloaded fine, but when Overdrive went to open it, there's a very brief message page that says this version of Overdrive does not support WMA files, or something along the lines. So it's not really a problem with VOX or Android, but Overdrive itself... I'll adjust my original post to reflect it.