downloading as .wav? never seen that.
.wav files are the full, uncompressed file - will be about 9MB/minute.
They should play in any media player, as well as playing in a CD player if burnt straight ot CD
Did you install or update your media player recently? If so then make sure you placed a tick in the box that allows you to play these files
To check to make sure you have elected to allow these files follow this
1. open the windows media player
2. click on the now playing button (even if you aren't playing anything)
3. click on the 'more options' line
4 this will open up a seperate window, from this select the 'file types' tab
5 select the file types by ensuring there is a tick in the box next to the types of file you want to play (n.b. - there are wma wmv and wav boxes so make sure the ones you want are ticked)