I have a client who wants to add one (not an ongoing serices) audio file to his home page. He want people to be able to download it to iTunes or whatever audio program they're using so they can listen to it whenever they'd like. I've simply linked the file (a WMA), but I'm wondering if that's the right thing to do. Should I convert it to an MP3 or embed it in a player? If I use a player, doesn't that prohibit users from being able to download and save it? Any help would be very much appreciated.

i would say vend it for free through a audio gallery like rhapsody.

Just link to it as you have done. Then the users have a choice. If you embed in a player you will have to provide a download link anyway.

That's what I was thinking. Thanks!