“Where can I convert wmv to mp4 without downloading the converter?”
There are a number of online conversion tools that allow you to upload your video to their service, choose a format, and get an email with a link to download the converted file. I tend to find these services more frustrating than using a local conversion application, because you don’t get the same granularity of control from an online service that you get from something installed locally. Still, the convenience of uploading to a service can’t be overlooked. I’ve tried several different online converters and there is only one clear winner.

Zamzar.com gets my vote as the best choice for online video converters. All the online solutions work in about the same fashion. They all have ads on the pages. They all upload your file to their server, allow you to choose an output format, and then provide a way to get your file when the process completes. One particularly handy feature of Zamzar is the ability to grab a video from a URL and convert, so if you upload videos to a directory or find something on YouTube, you can covert the videos without downloading them to your computer first. Limitations for the free version of Zamzar are 100MB file sizes and no more than 5 concurrent conversions.
Possibly the biggest reason to pay for one of the three higher levels of service is online storage. If you convert a video with Zamzar free, you get it immediately, but don’t get to keep an archive of your conversions. Paying for the service gets you some online storage. The other advantage of paying is higher priority. So far, I haven’t seen this become an issue, but if you’re on a deadline, paying helps jump your videos to the front of the Zamzar queue.