In WiMP, right click on a track and select Properties. At the end of the file listing, the format will be shown, as mp3, wma, m4a…
The problem may be with Windows Media Player, being confused with the formats possible for the Fuze+. With a right click on one of the tracks, we can use a trick. Select Open File Location.
This will open a windows explorer window with the folder containing your tracks. On the left side of the window (in Windows XP you will need to click on the Folders tab at the top first), you will see the Fuze+. Try manually dragging and dropping the m4a tracks to your Fuze+. They should then transfer.
Bob 
