Now this is for HLDJ for half life games..
What you'll need:
Ok, Open up GoldWave, this is what it'll look like:
You're gonna wonna click Open file:
And then locate your Song file and open it. Now you've got your song, you'll need to click this (It looks like ---HZ---)
This will bring up a window which looks like this:
Set the rate is 11025, well you're gonna wonna change it to that, this will allow HLDJ to read the song. Continuing on, you're gonna need to press OK after you've set the rate to 11025, and wait a little while for it to change the rate. So now the song can be read, but it won't be 100% hearable, so you're gonna wonna click this icon (It's a clock with two lines underneath):
Now change it to look like this picture; Don't worry the bits which have been changed are underlined.:
Click enter, and wait again for it to change. So you've now done everything you need to do; except save it. But it's not like your normal save.
You're gonna wonna select save as, and then find the place you want it to save (Where your HLDJ music folder is), and then save is as this:
NOTE: Make sure the "save type" is wave (*.wav), and the Attributes is PCM signed 16 bit, mono