.net/javascript

My asp.net program runs .wav files when different server buttons are clicked. This takes time for each file to be loaded and then played.
I am thinking of speeding this up using either Java Script or VB Script (But I have been told that Javascript is quicker than VB script or more powerfull) by first downloading the .wav files to the client and then run the wav files locally on the client.
Where can I find documentation or examples about downloading files from the server to the client, and the the client to run them locally?

Any thought guys?
Thanks