Alright! It's always nice to get one step closer to the solution

I will explain my - partial - enthousiasm and a reply on my own problem...
Through your tip, ladyada I realized that I should try another version of Arduino (namely the 16) with the waveshield, because if you compare the folder structure of Arduino 16 and Arduino 17, you do indeed realize that the Libraries folder is somewhere else.
So, by using Arduino 16, putting the library (
http://ladyada.net/media/wavshield/AFWave_18-02-09.zip ) in the library folder - I do not get this error anymore!
Yeay

But, I don't have sound... (yet?)
Up to the next trouble shoot.. - I will continue my walk in the forums...
****** live update with a further step towards a working waveshield *******
In the forums I found that I should check with the serial monitor what's wrong, and guess what, Arduino tells me what's the problem: samplerate too high! (altough I definitely convert something

)
Back to the computer!
**************************** 10 minutes later ***************
It Works!!!

long live forums (and a search)
long live serial monitor
long live people who answer on your post in a forum (I would never have figured out that the libraries folder has changed place from version 16 to 17...)