For easy testing , load the microSD with sample .AD4 files provided in other links. Make sure to format the uSD to 16bit . Power WTV020 pin 16 & 8. I would just touch pin 9 or pin 13 to ground for playing the file. Touch pin 1 to reset the chip. The audio output is very low power. I used a speaker from a cell phone to pins 4 & 5 and held it really close to my ear to hear it. Once you get some confidence the sound files are working, you can add a LM386 amplifier, or I bought a 12V 15W amp module on ebay for $6. After that can build on more controls functions. I also found the WTV020 cant really do MP3 mode unless you specifically buy it that way. Strangely I can force the WTV020 to operate like MP3 mode by interfacing with TTL gates or dry relay contact for a trigger. Using optocouplers or soliud state relays just didnt cut the cheese.
http://arduino.cc/forum/index.php/topic,115411.0.html more info here