wave shield coding issue

hello

i have started to build the aduino wave shield with speakers, and i think i have eveything set up correctly. I entered in this code from the website http://www.ladyada.net/media/wavshield/PlayAllLoop.pde

and kept getting this error:
21: error: AF_Wave.h: No such file or directory In function 'void setup()':
In function 'void ls()':
In function 'void loop()':
In function 'void playcomplete(char*)':
In function 'void playfile(char*)':
Bad error line: -6

i dont have any clue as to how this is going to be fixed.

Did you download the AF_wave library from Lady Ada's site? Did you install it in the correct location (under hardware/libraries in where ever you installed the arduino IDE)?