Hmm, don't know what is going on there.
Open it with MediaInfo or Gspot and tell us what it says about your .wmv file.
http://mediainfo.sourceforge.net/en http://www.headbands.com/gspot/
You can try other converters, but these two will get you all the way to a finished dvd, while most others will just convert to mpeg2 that you have to author to dvd format.