Why Mozilla doesn’t allow you to manually configure handlers or MIME type associations is beyond me. Regardless, this procedure works the same for Windows XP and OS X with the latest versions of Mozilla / Firefox.
If you want WAV audio files to play inside a Mozilla browser (instead of seeing those ugly “click for plugin” placeholders), you have to change the MIME type associations used by Mozilla. But, the browser doesn’t let you add any new MIME types; it simply allows you to view the current ones, and possibly to change how they’re handled.
You can find out what plugins you already have installed by typing “about:plugins” into the address bar of the browser. Oddly enough, having WAV audio files’ MIME type associated with a particular plugin or application seems to not be the default, which I find to be a huge oversight. Even if you have the Quicktime Plugin installed, it may not be setup to handle the WAV MIME types (audio/x-wav & audio/wav).
Open the Quicktime Player application, and open its Quicktime Preferences, not the general “Preferences”, which are concerned only with the player itself. Under the “Advanced” section, click the “MIME Settings” button. Under the “Audio” section, make sure “WAVE Audio” is checked, and save/exit the preferences. You may have to restart your browser, but that’ll do the trick.