I downloaded dbpoweramp, and it turns out that there are 'versions' of wma.
WMA pro
WMA voice
wma standard
Most probably my mp3 player supports only wma standard (which happens to be lossy)
I converted mp3 to windows media audio standard using dbpoweramp , which played on my mp3 player as well

.
BUT the encoded file was bigger than the mp3..so I'll guess I'll stick to mp3
Thanks for yr help