You first port of call would probably be here....
http://skyrim.nexusmods.com/downloads/file.php?id=3159
To convert the wav into xwm. This is the format for music and dialog ingame.
For dialog, as far as I am aware the best way to do it is through converting a xwm and lip file into a fuz file. However, I have my own custom dialog working ingame right now that is in xwm format with separate lip files.
Edit: However....
"The game engine occasionally fails to playback audio files saved in the WAV/XMW format for reasons yet to be deciphered. To workaround this bug, FUZE equivalents of the voice assets need to be created. This can be done by converting the source WAV files (when applicable) to the XWM format, and subsequently to FUZ by pairing them with their LIP files." - Bethesda
For FUZ files....
http://skyrim.nexusmods.com/downloads/file.php?id=9797
Unfuzer converts WAV, you may only need that, read the description to find what suits your needs.