Don't think this works. The latest versions of Winamp don't support wma to wav converting. And the old versions cannot convert DRMprotected wma.
In the past you could remove the protection with unfuck.exe but that doesn't work for the new protection MS uses.

As far as I know recording tot Wav with Total Recorder (www.highcriteria.com) is the only solution. But if someone can come up with a faster alternative….