Thread: importing sound

Hi *****, I've tried this so many ways but can't seem to get it:
I have a dolphin graphic on my photo page. I want to able to click on the dolphin and here him squeak. (Yeah, like Flipper.)
So, I downloaded the sound from the internet, and uploaded it to my server in Blue Voda. It's a winamp media file. A .wav file

However, when I click on my dolphin it gives me the winamp dialogue box and prompts me to either open the file or save the file.

What am I doing wrong?

Thank You

not sure what address to use when I hyperlink