I have Windows Media Player 11 and it does allow you to choose the format you rip your cds in.
Next time, click the little arrow in the Rip tab and click format and tick mp3. From now on, all your cds will rip in mp3.
For your wma files try this (after you have set mp3 to default format:
Click the arrow in the Sync tab - 'more options'. Now click the advanced tab in the box that opens.
Tick 'allow audio files to convert in the background' and ok.
If that doesn't work - this will sort you out:
http://nch.com.au/switch/