flip4mac studio will convert quicktime to wmv. there are 3 levels of the studio, but the lowest is only $50 (however, i think it requires quicktime pro, $20). they do have a trial version so you could make sure it can do what you need.
if you only had very short pieces, i believe the free 'player' -- actually its a quicktime component that allows you to view wmv files in the quicktime player, but it also use to let you 'export' a wmv from ae, but was limited to around 30 seconds.
Windows Media Player is a player
Windows Media Video is a container
Neither are a codec, which is what you should be clarifying. WMV files can contain a variety of codecs. Windows Media Player can play many wmv files as well as avi, mpeg, and so on; each with their own choices of codecs - the actual video compression algorithm.
You need to specify with the client what codec. They likely don't know. So you need to clarify what the use is. If it is final delivery and needs to be playable on any windows xp or earlier computers, then wmv7 is probably what you want. If it can play on any windows 7 computer, than something with h264, vc-1, mpeg2 will work. If the client can install codecs, then xvid, divx, mpeg-2 and many others are options.
If the desire is final delivery, playable on any windows 7 computer natively, then I recommend an mp4 file with h264 codec. This will also play on any recent mac computer w/ quicktime.
However if it is not for final delivery; if it will be worked on more at the client site, then you'll want to use an intermediate codec something like cineform or avid dnxhd. This will require the client machine to have the codec installed, but then will be playable through windows media player.
Windows Media Player can play almost any type of video, as long as the codec is installed. Different versions of windows come with different codecs preinstalled. Many codecs are available to be installed for both final delivery or for intermediates.