Hi,
I think i know this chopper-sound
Last time I used this converter (scroll down the page) and it worked much better than before.
http://makeithappend.org/de/archives/2247It applies some normalization and converts it to the best possible format.
There is also has another arduino-sketch for controlling the the wtv020.
At first I also used an pam8403 (small digital amplifier) but it resulted in very loud background noise and this chopper-sound. I tried pin 2 and also the speaker output pin 4/5. I also tried to lower its input impedance by using small resistors in parallel, but it did not help.
In the end I just connected the speaker to the speaker output of the wtv020 and it worked fine, without noise.
You can try a low pass (something like 100nF/220ohm) but I think it won't help.
Maybe it's Nestlés bad Karma that's after you

Actually I would never again use this module. It's cheap but all the wasted time is not worth it.
If you have a really short sound, you could also try an Arduino+PCMaudio.
http://playground.arduino.cc/Code/PCMAudioOnce I used a sound module like this, which worked very well and sounded great:
http://www.elv.de/mp3-sound-modul-msm-2-komplettbausatz.htmlFor small budged projects you could try one of these (I did not try them yet!):
http://www.ebay.de/itm/291646253469?_trksid=p2060353.m1438.l2649&ssPageName=STRK%3AMEBIDX%3AITJQ6500 which has an inbuilt (small) memory accessible by just connecting it to USB.