wav converter

wav files are audio files - did you mean wmv? If so, there are loads of converters that you have to pay for, and a number of free ones including Super

http://www.erightsoft.com/SUPER.html

Just type wmv to meg4 converter into Google.

I did that but the conversion came out very distorted. Any ideas?

It depends on how much work you want to do.

ffmpeg works pretty well for me and its free
http://ffmpeg.org/index.html

BUT -----

It's used on linux (it looks like there is a windows version but I haven't used it.)
It works from terminal command line
Tweaking the outputs can be daunting (-sameq will usually give you great conversions)



Distortion could mean you are using the wrong settings OR
it could mean the program is unable to convert properly OR
it could mean your computer isn't capable of processing the conversion required by the program

I have been using the Windows version for years, mainly to convert flv to mpeg2, and it is absolutely my favourite video converting app next to Virtualdub.