For those of you who are not familiar with command-line operations, 
here is how to use the sox program from windows.

1. download the "sox12181" zip file from SourceForge. Unzip and
extract the sox file to a directory of your choice.

2. In windows: click start-> All Programs -> Accessories -> Command Prompt.  
A Command Prompt window should pop up.

3. Move to the directory where you have the file sox.exe.

   In the command line world, moving to directories is done with the
   "cd" or change directory command.  You can then see what files are
   inside of the folder with the "dir" command.  The "dir" command is
   equivalent to clicking on a folder in Windows to see the contents.
   (In fact you should be able to follow along with changing
   directories (with cd) and viewing their contents (with dir) in the
   command prompt and then also by clicking on folders in the file
   explorer in windows - you should see the same files from either
   view.)

   For example, if you are running this on your personal computer,
   once you start the command prompt you are likely to start off with
   a prompt like this: "C:Documents and Settings\your-account>" In
   fact you can see what this folder looks like from Windows by
   looking in the Documents and Settings folder on you C Drive.  In
   Windows you should also be able to see that the contents of the
   folder with your account name contains a folder named "Desktop"
   which contains all the files sitting on your desktop.  

   If the desktop is where you put the sox12181 folder, then you
   should change to that directory in the Command Prompt window by
   first changing to your desktop folder by typing:

   C:Documents and Settings\your-account> cd Desktop

   and hitting enter. (Note: "C:Documents and Settings\your-account>"
   is just the prompt you will see, you do not need to type this.)

   Then change to the sox12181 folder by typing:

   C:Documents and Settings\your-account\Desktop> cd sox12181

   and hitting enter.  Now your command prompt window should have you
   in the same directory as the sox.exe file (the sox program).

   (Tip: Case matters when typing things at the command prompt!  You
   can use the tab key to help avoid mispellings by completing file
   names, for example, try typing: "cd sox1" and then hit tab, it will
   fill in the rest of the name to be sox12181 since there are
   probably no other folders on your desktop that start with the same
   prefix.)

4. Place your .wav or .dat files in that same directory.  (You can do
this with dragging and dropping in windows.

5. In Command Prompt window, type:

    sox secret.wav secret.dat 

6. Now you should see the converted file secret.dat in the same
   directory.  (You can "see" this either with a "dir" command at the
   command prompt, or by just looking in the folder in windows.)