Visual MP3 Splitter & Joiner can join and split WMA files, in addition to WAV and MP3. For this purpose, if you add WMA files to joiner list, the program automatically converts them to WAV.

WMA file found

After joining you will get a WAV file. If you have installed another our program, AudioConverter Studio, you can convert the resulted WAV file to WMA automatically. The two programs will cooperate without creating additional complexity. Just check the corresponding checkbox and forget about it.