How do I successfully set Behaviors to use a .wav file?

[DJassist]

I am trying to use sound bytes, saved as .wav files, in a web site.
Behaviors give the option of playing a sound on a mouse click over a picture,
but for some reason, the sound isn't playing. HELP!

 

[MD Websunlimited]

Which behavior are you using?

 

[DJassist]

I'm choosing the "Play a sound" behavior, "on click".