Can you create a audio convertor app?

Is it possible to create an audio convertor program. Wav to mp3, etc. etc.

Nope, not without knowing how the file formats work and make your own converter using compression the necessary algorithms and binary object. Ignore the last sentence.

you could use some commandline I guess!

yeah, with the DLL object and some of the free converter DLLs out there

otherwise, yeah you'd have to look up the file formats and use the binary object; coding a converter in MMF for something like mp3 would probably be less than fun (and the converter would be somewhat slow compared to ones written in faster languages)