This happens because of the different way data is handled in the different file format.
MP3s are formed of many independent "frames", each frame has its own header describing the contents so the player knows what to do with the data. When MP3s are concatenated, it just becomes a bigger MP3.
A WAV has a header which describes the format of the particular file, including the size of the data "chunk". If you concatenate WAV files, this header information is unchanged, so a player doesn't know about the extra data.
To combine WAV files, you can bring them into a WAV editor like the free Audacity
, adding each to the end of the existing sample then save the complete file, thus updating the header.
This is much more involved than concatenation, and I don't recall if Audacity has a batch processing facility. However I think the original free version of Cool Edit (now Adobe Audition) did do batch processing, and can probably still be found with a Google search.
Edited by Platypus, 28 January 2006 - 07:08 PM.