Adafruit has written a library to be used with her Waveshield for Arduino. On top of that, the Mediaplayer can be used to ease the way you interact with the sound files.
The header file: Mediaplayer.zip
The *.pde files: Waveshield_Mediaplayer.zip
On top of this you should include Ladyada's waveshield library into your IDE.
Note: this information was pulled out from this forum thread