Problem with both the sansa fuze and the media converter

When I put add media on the SMC and put in a .WMV file It does not give me the option to convert, and when I try to put it onto the Sansa Fuze i get this : “It is not supported for use on this device itself. Use a converter to convert the file first”. I have tried using AVS, Aieesoft, Youtube Downloader converter, and SMC.   I have tried to convert it to various formats (avi, Mpeg4, etc.) non of my videos have worked ( i have tried to edit and put on a total of 3 videos).