Cloud Convert handles the conversion on their website, making it an accessible option for basic video format changes. However, for larger files or more advanced needs, I recommend using VLC media ...

You can convert files to the MP4 format on the VLC media player, making them more accessible across your devices.

A WP3, however, is a project file and doesn't contain video. Use Photo Story to convert your WP3 file to the WMV format, then use third-party software to convert the video file to an MP4.