This file won't open with my wave player program - I get a message saying "File Corrupt."
The file will open if you go to:
Start/Programs/Accessories/Multimedia/Windows Media Player, and then open the file, or -
Find a file called mplayer2.exe(possibly other versions of mplayer will work?) and double click on it.
Mine's located in C:\Program Files\Windows Media Player\mplayer2.exe
For Mac users, you can download some programs so you can listen to sound files from http://mac.org/audio-video/ Maybe "SoundApp" does .wav files - I dunno.