For my BB8800 I use Any Video Converter (free version) to convert a whole range of video formats, (including .WMV as you asked) It also includes a really easy way to download, convert and size for the screen clips from YouTube in one step. Just cut and paste the URL from YouTube (even several at a time) and Any Video Converter will go through the URL's until complete. It work really well. I can now record video on my digital camera and save/play it on my Blackberry too.
You can download from here
Any Video Converter is a professional video converter which can convert any format video files and YouTube clips with fast speed and excellent video quality.
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"Any Video Converter is a professional video converter which can convert video files from various formats with fast converting speed and excellent video quality . It can convert almost all video formats including DivX, XviD, MOV, rm, rmvb, MPEG, VOB, DVD, WMV, AVI to MPEG-4 movie format for iPod/PSP or other portable video device, MP4 player or smart phone. It also supports any user defined video file formats as the output. It has an unmatchable speed and high quality. Any Video Converter makes it easy for anyone to enjoy the any format video with your iPod, PSP, mobile phone or MP4 player.
Any Video Converter makes batch file conversion simple. Create a batch list of any different formats and convert them all to a single selected format. The converted files will be saved to a pre-selected directory folder and the original files will remain untouched"