WAV Audio streaming with PIC microcontroller

Hi guys

I am planning to stream audio using a PIC. I have managed to send data via the UDP protocol. I am sampling the signal at 10kHz with 10bits. I wish to use the .wav file format. How would i send the data. Should I get a certain amount of samples and send them using the .wav format? and then get the next set and again send with .wav format?

any links will be helpful too

Thanks