was just wondering how would i connecting a 5W, 4 ohm speaker to an arduino mega 2560?
i cant seem to find any thing on this... mostly on smaller speakers yes but not on a 5w 4ohms speaker...
any ideas on the wiring diagram and resistors or what ever else that i needed to run this speaker to play some wav files using a tmrpcm lib?
The minimum resistance for the Arduino is 125 Ohms. The "absolute maximum" current is 40mA. From Ohm's Law, 5V/0.040A = 125 Ohms. 180 or 240 Ohms is more reasonable because you aren't pushing the Arduino to it's limits.
You can put a 120 Ohm or greater resistor in series with the speaker, but it won't be very loud because most of the power will go to the resistor, and there is not much power with 5V into 125 Ohms to begin with.
The easiest thing to do is to use a regular "powered" computer speaker.
Or, you can use a transistor, or MOSFET to boost the current (and to use with a higher voltage, if you wish). With a transistor or MOSFET, you don't need a current-limiting resistor. But, you might want to add a capacitor to block the DC from the speaker.
With 5V and 4 Ohms you can't get 5W... The maximum you can get without using a higher voltage is about 1.5W, and that's with a full-power square wave, not voice or music. (You can get about 3W with 5VDC into 4 Ohms, but DC doesn't make any sound. 
Can I just connect the speaker to the Arduino without a resistor?
You could, but 5V / 4 Ohms is 1.25 Amps (1250mA). That exceeds the chips specified limits and you MIGHT burn-up your Arduino.
You won't really get more than 1 Amp out of it, because the voltage will drop. But the chip will overheat.