Actually it's the same problem that you have when looking for magic
resistance when not playing wizards. It's difficult to get it. I'd
try two things. First (where I assume you killed the nymph and got
back your wand) I'd try to polypile magic armor. Though it will be
difficult to get sufficient amounts of magic armor, elven cloaks
might be the easiest to obtain. Another option is to get MR from
other sources. The approach I usually take is to reverse genocide
gray dragons to create gray dragon scales. If you're playing a
wizard you might also want to sacrifice for Magicbane as a source
of MR.
Janis