More than likely, an audio play was minimized and the application was setup to auomatically loop audio or video content.  The simplest thing to do would be save the wav file to your desktop instead of double clicking on it. Locate the file on your desktop and right mouse click on it and select Open With.  This with bring Windows dialog box that will show you which program is currectly selected as your default audop player for WAV files as well as selecting another program capable of playing a WAV audio file.  You can select another program and set it as the default program to associate with WAV files.  The new audio play will probably play the audio file properly without looping.