Moring geezers,
Whabangs code is perfectly ok for the job. However, it actually depends how your browser is set up - if your MIME settings recognise .wav, it may just play the wave in situ.
Still, you can always shift/right click the link (depending on browser) and opt to save the target, so not really a problem.
Download handlers for different files are often written in in scripting languages, such as javascript. Not much use if your new to the area though :-)