You are looking for wav sounds ?
Wav sounds have a lot of use. you can use them to make a webpage more attractive, but you can make applications more convivials (applications or windows itself). it is possible to burn aswell wav files on CD, since it is the format that is usually use for that.
If you want to download wav sounds, have a look on these links:
http://www.findsounds.com/ It has a search engine that allows to find the sounds you want to find.