Mp3 files work WMA do not

Since you didn’t create the files yourself, the possibility of a type/extension mismatch is even greater. The reason it shows up on the computer is that most media player programs check the file contents to figure out its actual type. The Clip (like most mp3 players) only relies on the extension.

Try using the program mentioned above by feromon; it’ll tell you exactly what kind of files you have. If that gives you any trouble, just upload one of the files somewhere for us to have a look.