convert mpeg4 to jpeg for wma

Hi. my buddy sent me some music/video’s on cd and they’re in the mpeg4.avi format and I’m unable to play them on my WinXP pc thru windows media player 10. Q- is there any way to convert these to jpeg/wma format so I can play them thru media player? I really want this stuff it’s great!! any hope? waiting …… thx.