Can't convert my MP3 files to WaV

I have a Windows 7 system and downloaded the Audacity from the .exe source. Whenver i drop and drag a song onto Audacity it says it is a protected file and must be converted. I tried four times to install the converter software per the tutorial instructions with no luck. Also, once I am successful with the converter installation, how do I use it. I have to extract bits of eight songs for a wedding mix and i would appreciate any help you could provide,

Where did the songs come from?

If you have more modern compressors than MP3, you should be able to install the FFMpeg software from here…

And that will allow you to open a lot of different files. But maybe not protected ones.