how to convert MPEG audio to .WMA

[stanmarlin]

I need to speed up some functionality that converts the audio from an MPEG movie and saves it out as a .WMA file. It currently builds a graph that goes as follows:
MPEG-1 Stream Splitter -> MPEG Audio Decoder -> WAV Dest -> File Writer. The graph outputs a .WAV file which is then compressed with WM8Eutil.exe to compress it to .WMA.

I heard that Windows Media Player 9 ships with a filter or functionality to bypass the creation of the huge .WAV file and go directly to .WMA. Does anybody know how to do this or can point me to some place to investigate. I am fairly new with DirectX.

Thanks