WAVE format for Dalek voices?

I found this amazing website with this tutorial on how to make Dalek voices. It even had a link for a free program download, but when I went to try it out, I found out that I had to use WAVE format. I thin all of my recordings are in .wma or .wva or something like that. I know it was .w?? I'm pretty sure it's a for the last letter but that doesn't matter. How do I record something in .wave format?