Loading sounds in win 8.1 fails !

Hey there, i`m trying to load a sound effect so i did :

using Microsoft.Xna.Framework.Audio;
using Microsoft.Xna.Framework.Media;

init method:
sound = Content.Load(“Menu_hit”);

update method :

And when i start the game it says : Could not load Menu_hit asset!
At first the file was .mp3 then i converted it to .wav and still fails.So what can i do?

Edit: Im sure if i convert it to .xnb itll work but i cant do that on win 8.1 or linux so there must be anathor solution.

So guys,what can i do?? I dont have windows 7 installed,only ubuntu and win 8.1.This means that my game will have no sounds in it??