Without being entirely specific (as I would have to actually do it for real)and assuming you have Windows Media Player you need to rip the WMA disc to your hard drive.
Just use Windows Media Player for that and use the rip option. That gives you a copy file of the disc on the HDD.
Now open Media Player again and select "Burn" and make sure you have "create an audio CD" selected.
In essense that is all there is to it. Be aware that if the WMA disc has a lot of files (if it plays for hours) then they won't fit on an 80 minute CD in real time and so you would have to make several discs by dragging and dropping tracks you wanted to create a "burn list" up to 80 minutes max.