From what I can see, WinMX does not seem to have a specific option for Windows Media Video files apart from .asf's, let alone any settings to add .wmv as a custom file extension. Unfortunately, typing in a file extension into the search box does not seem to be supported either.
Then again, if people have a hard time downloading wmv's over WinMX, then chances are that there are very few being shared on WinMX if they cannot easily be downloaded and re-seeded elsewhere. The same would apply for Windows Media Audio (.wma) and iTunes / MPEG4 Audio (.m4a) files. :rolleyes: