Visual MP3 Splitter & Joiner can split and join WMA files, in addition to WAV and MP3. For this purpose, if you open a WMA file, the program automatically converts it to WAV.

WMA file found

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