I didn't know where to put this so I put it here
A simple 1K resistor in series with a 33uf capacitor turns PWM into a pure wave!
Just wanted to tell everyone how easy it is.
Sorry but it is a bit more complicated than this. Using a simple RC filter is only a simple roll off filter and doesn't result in a "pure" wave.
For a discussion of this see:-
http://www.thebox.myzen.co.uk/Tutorial/PWM.html