Hi,
Virtual Dub supports wav files, click Audio/Wav Audio and it'll open up a browser that'll let you to select what wav file you wish to use as the source of the Avi you're trying to create.
All you need then is the video source which can be a video you already have (say a capture from your game running) or even a jpeg.
If you use a still image you will need to set Video to full processing mode and set frame rate to match audio.
I'm using Virtualdub v1.6.11 -
http://prdownloads.sourceforge.net/virtualdub/VirtualDub-1.6.11.zip?download
It's actually a lot easier to do than my explanation might sound
.
Cheers, OG.