OK, so change the workflow a little. I think the problem is that you are expecting too much from PMB.
The word "upload" can be confusing. To me it means "send a file somewhere on the internet". "Open" or "load" a file means using software to work on the file.
So, I assume when you say you are "uploading" to PMB you are opening your video files in PMB, or "PIcture Motion Browser" that is provided by Sony with your camera. Then you may be doing some trimming or other minimal editing. PMB does not allow for a lot of editing. It's primary purpose is to move, store and catalog footage. And, it does that well.
It does not appear that Sony made much of a commitment to allow production of videos in Microsoft's WMV format. I looked up WMV and found an interesting article on Wikipedia. http://en.wikipedia.org/wiki/Windows_Media_Video
If you look under "Encoders" it lists several popular non linear editing programs (NLEs), including Windows Movie Maker.
I've never had the goal of making WMV files. So I tested my favorite NLE called Adobe Premier Elements 11 with footage from my Sony camera. I opened a small project I was working on and elected to "Share to a computer file", selected "Microsoft" and got a video with the .wmv file name that was as crystal clear as what I had been doing with other settings I used previously. I noticed that Premier Elements told me it was using the "Windows Media Codec 9", which was mentioned in the Wikipedia article.
My suggestion is to spend $80 for Premier Elements 11. Once you finish with PMB's transfer from the camera to computer, switch to Premier Elements for editing and encoding or "converting".
I don't know much about Windows Movie Maker other than it's free and that a current version on my computer will open anything I shoot on my Sony camcorder. It also will output or "transcode" to .wmv. So, if you don't want to spend the $80, WMM may be all you need.