"Part of the issue is that there is no such thing as a WMA file. A WMA file is a container... You may have OGG encoded files, or some other codec that itunes doesn't understand there...
Yes iTunes maybe able to play the file, but if the iPod doesn't natively recognize the audio format/codec, it won't be able to play it. iTunes is programmed to detect what the ipod can and can't play...
What codec's are the files in question?
Try converting through iTunes, because WMA doesn't appear to be supported... Evidently the WMA support I've read about is due to being converted through itunes...
iPod can play songs encoded with these codecs:
MP3 (from 32 Kbps to 320 Kbps) MP3 Variable Bit Rate (VBR) AIFF * WAV (with no compression)
The following require iPod software 1.3 or later:
M4P AAC (Protected)
M4B AAC (iTunes Store Spoken Word files)
The following require iPod software 2.2 or later or iPod mini 1.1 or later:
Apple Lossless Encoder
Requires iTunes 4 or iTunes 4 for Windows. AAC files also require the most recent update to the iPod software.
Compatible sample rates
iPod can play songs with the these sample rates, and with all compatible codecs:
"iTunes will convert some WMA files automatically. You'll need to drag and drop them on to iTunes and not directly on to the iPod (although I'm guessing a little here). If they're protected - i.e. DRM'd - then iTunes won't be able to convert then.
If you're running on Windows make sure you have a recent version of Windows Media Player installed for the WMA codecs. If you're running on a Mac apparently having flip4mac will add WMV support to QuickTime allowing iTunes to do the conversion."