Ok, I'm pretty sure it's happening because it's trying to load from the same directory. I'm going to guess that you have search engine friendly urls turned on.

What I would do is change all of the filenames to the full url

So, something like:

PHP Code

/* PHP CODE HERE */

/* BODY HERE */
$body = <<<EOF
<center>
In your
<a href="http://www.domain.com/path/to/chevrolet.wav">
<img src="http://www.domain.com/path/to/bowtie4.gif" width="140" height="59" alt="Dinah says Hi!!"></a>

</center>
EOF;