sounds like IE has somehow taken over the opening of the .wma extension. I don't know where those associations are stored in OS X, but you might try selecting an offending file and hitting command-I (get info), under "open with:" choose WMP, and click "change all...". Or you could rename all .wma files to asf if that still works. Or drag them onto the WMP icon or something.
incidentally, I'm betting if you open the wma file in a text or hex editor you will see the same characters. IE does the same thing with DMG files (displays their byte stream instead of passing them to the appropriate application)