How do you convert .ogg files to .wav?

Theres a really cool song from Unreal 2003 that is strictly in .ogg format, and I would like to convert it so I can listen to it normally.
I don’t care if it is a wav, or Mp3 or WMA, its all good.
How can it be done?

Audacity is a freeware sound editor that can open/import/export a variety of sound file formats (including ogg).

You need a third-party encoder such as LAME if you want to output as mp3.

Audacity is a freeware sound editor that can open/import/export a variety of sound file formats (including ogg).

You need a third-party encoder such as LAME if you want to output as mp3.

Recent versions of Winamp can play oggs without any additional plug-ins.

First of all, good audio players like Winamp will allow you to listen to it without converting. Secondly, Winamp also lets you do format conversions. (I use it to convert mp3s to wavs before burning. CDR burning programs screw this up all too often.)