Help programming an Arduino w/ Waveshield

I have an Arduino duemilanove with a waveshield and I need to write a program that plays .wav files when Analog inputs 0-4 are shorted to ground. Does anyone know the easiest way to get this happening? I have tried some example codes from this site: ladyada.net/make/waveshield/ but it keeps giving the same error message:

21: file or directory not found etc.

I don't understand code myself, so I'm really in the dark about troubleshooting here.

Anyone have some ideas?

Can you please post your code and the error message?