Finally, I downloaded another free software to convert.
However, after the conversion to avi, it cannot be converted to wmv by Pinnacle or WMEncoder, both said wrong format. It can be seen in Media player though.
So, I used another software VirtualDub to convert it to avi again.
Then, I can use Pinnacle to view. If you want to see the result, pls take a look at my son's homepage and click on Video Library -> Mobile part. You could also see the tools I used as well.