Cannot open wav files from the internet

When I click on a wav file link. I get Internet Elplorer cannot display the webpage, right along with the button that says: Diagnose Connecton Problems. When I click on this button it does its thing and tells me that there is nothing wrong!! I've tries just about everything that I can think of to correct this problem. Turning off every piece of security that I can find with no joy. But I can open this file with my wifes computer. I am using windows vista home prem. with ie8 My wifes computer is windows xp home with ie8, both have norton ie security 2011.
 
Unless I am misreading your post...
This does not appear to be a BSOD type of problem,
but perhaps a "file association" issue.
I would suggest right clicking on the file.
Select "open with"
Then select "choose program"
Then "select program from a list"
After selecting the program you wish to use to open the wav file,
be sure to check the box "always use the selected program to open this kind of file".

Hope this helps.
 
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