These are very, very ordinary wav-files. Somehow they open with Soundrec when I click on them in IE, which let me save them to disk. Having saved them I can play them with Mediaplayer. But the download saves them as a wav-file in Temporary Internet Files also, where you can find them afterwards.
They aren't very loud, in fact they are practically silent. But they do play.
Anyway, start your research by clicking on any of many wav-files on your machine (say tada.wav or the microsoft sound in c:\windows\media) and see if media player or any other program can play them. Then extend your research to the downloaded sounds.
Kees