With regards to the WMA files that are unusually quiet when played on your PC but play perfectly well on the recording device, I have no clue as to why this would happen.
However, if you can hear (even quietly) the audio when played on the PC, you should be able to use Audacity to maximise the volume to get a better level (I don't know off the top of my head if Audacity can directly read WMA files, but if not, you can convert them into an acceptable format first using Freemake). Unfortunately, this will also increase the background noise which my be unacceptable depending on how you intend to use the recordings.
Another solution to your low volume problem is this – assuming your anomalous recordings play back okay on your recording device and assuming that it has an 'audio out' socket – you could connect the device to your PC via a suitable audio cable and use Audacity to record the input directly.
I hope all of that makes sense. Good luck.