I need help with my PSP?

ok im trying to put music on my psp, im riping it off of my cds and putting the file in my MUSIC file, it shows on the psp but it says i need to enable the WMA but that requires a wireless internet connection, which i dont have. is there a way to by p this? i noticed the file its saved as is a WMA, is there a way to change that?? please can someone help