Don't touch the .au files .....
When you save an Audacity project as <project_name> it creates a number of things
1. a top level
master project file called
<project_name>.aup
2. a
folder at the same filing level called
<project_name_data>
3. and within the folder a sub-folder structure with lots of little .au files - segments of the recording (mainly audio clips - but a couple of then are graphics files)
When you re-open a project with Audacity you should always open the
<project_name>.aup top level file. This tells Audacity how to thread together all the little .au files. It is deliberately designed this way so that Audacity doesn't have to open and work with a single humungously large file, which would hamper performance. You should not be attempting to open or manipulate any individual .au files.
When you have finished editing your Audacity project you can
Export it from Audacity as a
WAV file or
MP3 file depending what sound quality you wish to achieve. WAV files are around ten times larger than the equivalent MP3 files but are uncompressed and thus the audio quality is higher.
Or if you are exporting LP tracks you will prabaly want to break the project into labels and export multiple tracks:
All you need to do is to place a label at each track break - use the Ctrl-B shortcut - and don't forget to place a label right at the beginning for the first track.
Then use Audacity's Export Multiple command (available from the File drop-down) to export a multiple set of WAVs, MP3s or whatever.
The Audacity Wiki, Documentation and Turorials have much useful information on how to do this - a recommended read -
http://audacityteam.org/help/
WC