See the top and bottom sections of this FAQ:
Some movie/music formats don't play in Opus
The MPEG, AVI, MP3 and WAV section at the top explains what to do if Opus is trying to play the WAV files but nothing is happening.
The first paragraph of the How to make MP3, WMA and WAV play in the viewer pane section at the bottom mentions how to make Opus use its own WAV player when files are double-clicked.