This is a very small request.
Basically, when you export to a wave file, it generates a wavefile on the fly.
The request is that it first exports its wave file to a hidden tempfile in that directory named $!^$~_temp.wav or something like that, and once the wavefile has been exported, it renames the file to the filename you selected.
There are a few reasons behind this request.
1. If you're overwriting a wavefile, and the export fails somehow, then you haven't lost the previous version.
2. I'm running backup software that backups the wavefile during the export so I get a backupped version of say... 260kb, while the wavefile is 15mb.
Because of the 2nd issue, it might require the wave export function to set the last modified date after the export has been completed.
EDIT: On second thought, its best if the file gets written in %TEMP%, and moved when completed. This is the behavior of other programs too.