importing wma, data files...H-E-L-P!!!!

I am having the hardest time with Audacity. I have downloaded the software, no problem. I “think” I have downloaded Lame3 as well, but when I go to that program in “My Documents” and click on it, nothing happens. Anyway, when I am in Audacity and open a music file it shows it, but then when I push play to hear the song that I want to take the clip from it screeches through in about 1 millisecond! I am not sure what I am doing wrong. I am originally taking these files from Ituens and have “Ripped” them into Windows media, learning that they were wma files and later learning that type of file didn’t work. I then “burned” a DATA cd from Itunes and tried to use those files in Audacity and it isn’t working either. Can someone PLEASE help me? I would greatly appreciate it. I have worked about 5 hours on this now, and I’m about to scream!

Pulling my hair out,

Audacity does not play wma files, (because of legal-financial reasons), you have to convert the wma file into a format that Audacity can accept …

[I have used “SUPER©” to convert wma to mp3, but I had to use Vista’s compatability wizard to make it run smoothly ].

iTunes and WMP both like to use unhelpful formats - Export from iTunes as WAV files. (You probably won’t be able to do that if the original files are copy protected (DRM)