Non-LTE models for winds of Wolf-Rayet (WR) stars which account for the blanketing by millions of iron lines have become available in the last years. We present our first models and show exemplarily the thermal and ionization structure of selected WN and WC stars. From these models our first calculations of radiation pressure will become on-hand. We compare also iron line-blanketed models with classical models without iron and show the effect on the line strength, the emergent flux (which is important for the investigation of WR nebulae) and the wind structure.