Convert CDA to WMA

You cannot convert CD Audio Track Shortcuts directly to Windows Media Audio Files (.cda to .wma conversion), as CDA files do not contain any audio data. They are merely shortcuts referencing audio tracks on a CD.

You can, however, rip the CDA files off the audio CD and export it in WMA format. To accomplish that, use a dedicated tool, such as fre:ac, which should allow you to rip off CDA audio from a CD and export it in WMA format.