My windows media player saves its files as wma. how can i make it saving the files as mp3 ones?

I have not known any media players to save files as mp3's unless they were mp3's. There may be upgraded media players that's capable of this type of conversion; however, I would suggest a program that converts your files to mp3's first and, then send them to your media player as mp3's. I have also heard that a media player converts a file to mp3's then back to the original file format as part of the process of using the media player, but it never converts it. (to my knowledge).