If you are trying to play a WMA file and it does not play and there is no error message in Pocket Tunes then it is likely a Windows Media Player 'WMA Pro' format WMA file. Pocket Tunes does not currently support that format.
Check Windows Media Player under Tools/Options, click the Rip Music tab and make sure that the Rip Format is NOT set to Windows Media Audio Pro or Windows Media Audio Lossless. If it is, you need to change it to either WMA (Constant or Variable bit rate either is fine) or MP3. Then re-rip the files and transfer them to Pocket Tunes.
If you have any questions, please contact support at http://www.pocket-tunes.com/scripts/support.php