Downloading WAV files from email

I sent some WAVs to myself at a web-based email address to download to my PC at work. When I click on the attachment to download the file, rather than downloading the file Windows Media Player opens and tells me that I can’t access the media because I may not be connected to the network. All I want to do is transfer the file, not immediately play it. Anyone have any suggestions? I realize I’ve provided no technical information because I have no idea what such information would be helpful. If y’all need some tech info let me know what. And please don’t tell me to ask someone at work because I’m not supposed to have these files on my computer in the first place so kind of don’t want to ask anyone here about it.

How about right clicking the link and choosing “save as”? Then open the file from whategver player you’re using.

It would probably help if we knew what web-based email system you’re using. I just sent myself a .wav file through Hotmail and had no problem right-clicking the link and choosing “Save Target As”.