To achieve this goal I have used ImageMagick. ImageMagick is a really powerful set of tools to manipulate images in command line which allow me to just type a easy command to get my png ready to be used in my tex file.
I have been using the convert command:
convert foo.wmf foo.png
Today I needed to convert a bunch of images so using convert would be a little painful. A quick google show me the answer to my problem: mogrify
With mogrify command you can change the format for every image you tell it in your shell. So to modify all wmf images in a directory now I just need execute:
mogrify -format png *.wmf
And that's it. I hope some of you find it useful.