Did you mean that you don't want your mp3s to open up in Jukebox everytime you click? In that case, you should just make them open in Windows Media Player (right click an mp3 file, click properties, and where it says "opens with", click Change and select Windows Media player. Then click "apply" so that mp3s always open with windows media player). That way, quickly listening to an mp3 isn't a hassle (because jukebox takes some time to load up, if I recall correctly).
What audio file you use for your voiceover really depends on what your application is. WAV files take up much more hard drive space, but they are uncompressed and would retain the highest quality. However, for a lot of purposes, you can just use the mp3, as you won't notice the difference in audio quality (like really, you'd probably hear NO difference in audio quality).
It would really be easier to suggest something if I knew what you're using it for. If you're uploading to YouTube or are making a video that's not going to be shown on TV, I would recommend you settle with exporting to 128kbps stereo or 192 kbps stereo MP3 format.
I think an mp3, whether you're sending it to someone else to hear, or are embedding it into a video you are making, is fine. If you're putting your video up on the internet, a WAV would be unnecessary (it's too large. Or, if you're uploading to Youtube for example, Youtube wil automatically convert the audio into a lower quality format).
I am not real knowledgeable about this, so please bear with me. I have Sony SoundForge that I use in Windows XP. When I e-mail a test mp3 file to myself, it wants to open in Musicmatch Jukebox. I know that's obsolete, but what should I update to? Also, what is the commonly accepted format to use for saving audio files for voiceover - is there a preference for mp3? wav?