The WavPlayer can play Sony .msv and .dvf files but a free "Plug-in" is required. The plug-in can be downloaded from Sony's web site or by clicking here. You do not need the plug-in if you already have Sony MemoryStick Voice Editor software installed on your computer.
If you continue to have trouble playing .msv file after downloading the plug-in, try changing the "Files of Type" to "All Files." You can do this by clicking File | Open in the WavPlayer window, and then changing the field in "Files of Type" to "All Files."