Yes, I think Alice does mp3 format. It doesn't do WAV or WMA files though
Try this program: MP3 WAV converter. Don't worry, I've tried it and it's spyware free
. Only catch is that with the free version, it will only convert a fraction of your song (like 1/3).
http://www.mp3convertors.com/mp3towav.html
If you need the whole song though, try using the Music editing program Audacity and just lengthen the track by like 6 minutes, then convert it to MP3. Then you can use the whole of it in Alice
. Hope that helps, and sorry your question wasn't answered earlier!