Need you to answer a couple basic questions first.
Is your dvd player capable of even reading cd disks. that is, is it a combo drive and inside your computer or are we talking about an external player here?
If it's an external player, please provide model #. Depending on the player, (if external) it may not be able to read the .wmv format. The file types and media types it can read will be the manual. Most later external players will at least playback .avi's.
Let us know.