RIM's blackberry while able to reproduce WMA files, cannot reproduce MP3's AND WMA's at the same time. Nor WMA & WMA. I mean, setting an alert to WMA while listening to an MP3 will not let the WMA come through. I changed the WMA files to WAV's and not it works fine.
Maybe later i'l change them to MP3's, but since they're just 3 alerts, they're all under 700K combined, and sitting on the memory card, so no problem about space for me.
I hope this helps some others out there some day.