David Hunt:
Only the .xap file should be added to your project. The .wav files can be in your project folder, but shouldn't be added to the project.
Nick Gravelyn:
You are probably adding the wav files to your content project. You don't want to do that.
Machaira:
Looks like you added the .wav file to the content project. You don't need to do that.
Shawn Hargreaves:
The .wav files are referenced indirectly by the .xap, and do not need to be included directly.
Is anyone else getting a really weird echo in here? :)