All is in the title :

#!/bin/sh
# WMA to WAV :
for i in *.wma; do mplayer -ao pcm:file="${i%.wma}.wav" "$i"; done
# WAV to OGG : (q6 = bitrate 192)
oggenc -q6 *.wav
# CLEAR :
rm *.wav
#rm *.wma

Works for mpc, flac... Anything really...
And here's the LAME line for mp3 :

lame *.wav -V2 --vbr-new -q0 --lowpass 19.7

Where the heck did I find this one? Works fine though...