If the "raw PCM" option that was suggested by PeterK doesn't work, try this:

Try making sure that the file starts and stops at a zero-crossing. In CoolEdit, they even have a keystroke to make sure your selected range ends fall on zero-crossings. Select the entire wave, press that key, then save only your selection.

Zero-crossing snap is a standard thing to use all the time when editing audio files to prevent clicks at edit points.