Probably the easiest way to do what you require, Mike2002, is to use a utility like the very useful "Bulk Rename Utility". click here
Drag the files, to be renamed, into the application's window and in the "Remove (5)" section, advance the "Last n" entry box to read "4". Select all the files you moved to the main window and click the Rename button. That will remove the last four characters of the file name, i.e. the .wmv bit.