You don't have to convert it, if you use mp3 files.
You can download a bunch here:
http://www.western-rivers.com/downloads.html
http://www.varmintal.com/ahunt.htm

I use this speaker from Cabela's with my iPod. It works great. It has a real long cord so you can set it up away from you near a decoy. I made a few playlists with these sounds and can just let it play.
http://www.cabelas.com/cabelas/en/templates/links/link.jsp?id=0034360228622a&type=product&cm Cat=SEARCH&returnPage=search-results1.jsp&QueryText=speaker&N=4887& Ntk=Products&Ntx=mode+matchall&Nty=1&N tt=speaker&noImage=0

If you want to get fancy and go with a wireless setup checkout the predator masters forums. They have some DIY wireless setups.