How To Map Samples To Midi Keys?

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I want to map say a .wav file to different keys on my MIDI Keyboard. But I don't know how

For example:
C3 = Sound1.wav
D3 = Sound2.wav
E3 = Sound3.wav
F3 = Sound4.wav

This way, I can make mashups, remix, or play songs through these samples
Since I have worked with the TX16Wx sampler VST in the past, this is the best solution that I can offer you:

Get the VST here:
http://www.tx16wx.com/downloads

Get the quick-start guide and go to page 4:
http://www.tx16wx.com/a/tx16wx.com/tx16 ... 0Guide.pdf

Map your samples to the keys of preference.

By the way, what operating sytem and LMMS version are you using? Is your MIDI controller connected to LMMS properly?