Wikipedia uses the Ogg Vorbis, FLAC and WAV formats for audio, as they are not encumbered by patents (an issue that prompted the decision that MP3 files will not be hosted at Wikipedia). Software supporting Vorbis exists for many platforms...

Mozilla Firefox 4, Opera 10.5 and Google Chrome 3 (and later versions) each include their own support for Ogg Vorbis files.

As for multimedia players, Winamp can be used to play Ogg Vorbis files. Although iTunes does not natively support Vorbis, Xiph.Org provides a QuickTime component which can be used in players that rely on QuickTime, such as iTunes, on both Microsoft Windows and Mac OS. DirectShow filters exist to decode Vorbis in multimedia players like Windows Media Player and others which support DirectShow.

Various online tools (such as Zamzar) are available which let you freely convert one file format into another, and can be useful when you want to upload a file to Wikipedia.