That's not true. You just have to make sure that your settings are good. In Windows Media Player, I think you may have to pay to upgrade in order to use the decent settings.
If you burn it as a high-quality WAV file onto an audio CD, then rip it back using high-bitrate settings, there should be no noticeable loss of sound quality.
Usually you don't buy WAV files from internet stores, but you are right if it is a WAV file. (WAV is lossless, it is just like a cd) Since hers is a .wma, unless it is wma lossless, which I doubt it is, it will sound bad.
Seriously, I am not that person, and I don't know too much about wma, but assuming it is like 192 kbs/ v0, if she burns that and then rips it back to 192 it WILL sound horrible. Trust me. I have no problem with 192, I do with transcoded 192. In fact, pretty much every private music site on the internet has rules against this.