From what I understand there is currently no way to easily use pandora on a WM device. I have actualy written pandora and they responded that they are working on a app for WM, they didnt say if it would be a pay service or free. Check out this article,
http://wmpoweruser.com/?p=627. When I wrote them an email about it they sent me a free t-shirt, they seem like cool guys over there. I cant wait for this the app to be finished...