Visual Basic isn't accepting my file

I am currently using Visual Basic 2010. I am creating a replica of the game "Simon", I have all the code down but I would like the game to play a sound while flashing the color. I tried using various solutions online, including built in functions but they all caused immense lag and ruined the fun of the game. I would like to try adding a downloaded sound and I found various .wav files that should work, however when I try adding it to my resources visual basic refuses to display it in the folder I saved it to. I have tried renaming it and moving it to other files and triple checked that they truly were .wav files. Help