When I activate the out_wm.dll plugin that creats *.wma files, the new songs are not stored in my drive. THe *.wma files are deleted after they are created !!! Why is that I can't create *.wma with the winamp ????

I know how to creat the *.wma files but the problem is that the winamp starts to play/copying (silently)the *.mp3 file into a wma file; but the wma file is created in the specific folder but at the end of the process it is automatically deleted by the winamp, pc, or something else!! WHY IS THAT ???