Hello,
Why is it that wav filesare sometimes played and other times not. Even with WMP I need to download a certificate or something to start it only in that player. Please help!
Thank you!

that doesn't really help

What players? Which files? Are you sure they're WAV? Have they ever played? ...

The wav file can be played by VLC.

Here is a waring by the author:
"Note: This can only be played on a stand alone home theater system from any CD or DVD player with a digital coaxial or digital optical toslink cable between the player and a dts decoding receiver or you will get loud white noise. This dts CD can also be played on computers with player programs like Foobar (with dts plugin), KM Player, VLC Player, etc."

I have dts.dll in the components folder.

Wav is a container, which can contain different formats, like PCM, mp3 or adpcm and more. Same goes for video files, if you don't have the appropriate codec for a format installed, then it won't play.