Help!! How do I change format?

[sparklr33]

So...I'm a singing teacher and I'm just learning about using the computer for my music. Thought Keyrite was an awesome concept. But now I know that i need to save my files as cdg or wav.....the only sound software I have is the windows media that came with the computer and it doesn't recognize those formats. Any advice other programs that will save my cds in the correct format....and is it worth all the trouble?