Audacity audio caf file problem with iPhone SDK

Today I came across a problem which wasted me an hour of my life! I wanted to add new sound files to my prototype. And I downloaded Audacity to convert some sound files. I exported them as uncompressed CAF files. I had read somewhere that the iphone supports some specific types of encoding, two of which are the U-law and the A-law. I tried both from within Audacity but they didn't won't to play on the simulator/device. But all was good when I saved them as Wav files. Not sure why the CAF files didn't work. Someday I have to dig this problem a bit deeper. For now, I'm happy with the placeholder sounds :)