What is .wma and how do i change/fix it to .mp3?

i have ares the file sharing thing like limewire, i would download songs then locate file then open with iTunes and then i could download it to my ipod, but since today i would download music and at the end of the title of the song it would usually say .mp3 for all of the songs that popped up. now most of the songs have .wma at the end and i locate file but when i try to open it with iTunes it just pulls up iTunes and the song isnt there. i already tried to go to properties and change it so it opens with iTunes but it does the same thing and pulls it up but the song isnt there someone help!!! i need music