I have a phone service that sends me emails of voicemails in .wav files as attachments. How do I get them to play on my iPhone 4 (and 3GS)?
Not a very good solution, but it should work.
Once you send the file to your Mac (or Windows machine), and put it in iTunes, you can convert to iPhone-compatible format and sync back to your iPhone... Here is the iTunes menu choice for "Create and iPod or iPhone Version":
Taking a wild guess as I have never had to play audio files not compatible on my phone but try getting an external app that could possibly read it such as Dropbox and in the message, tap open with -> dropbox.
If that doesn't work, its in your dropbox so you could open it on another device that can play .wav files.
Hope this helps!