Moi, there are a stack of programs out there that can convert wmv files into animated gifs.
Google "convert wmv to animated gif". Not sure how successful they are.
I did it once the old fashioned way by opening the wmv in ulead videostudio and saved each frame I wanted from the wmv as an individual gif graphic and then imported them into adobe imageready which makes animated gifs like the one I have now.
Good luck!