I accidentally found nice little app for Rigol waveform view. It's written by alank2 from RC Groups forum.
SA Sample Studio
All Thanks go to alank2
you could also use this MATLAB function, which besides letting you see the waveform you can do whatever you want with the data, like exporting it to a wav file a use it as an input in LTSpice.
I was thinking at Matlab too, which IMHO is one of the most versatile tools for an engineer, and among a world of other things, allows tasks like this to be done very quickly.
When my Rigol will arrive, I think I will try making an application for downloading and viewing and analyzing waveforms.
For example, this lines (using the file linked by marainoapp) should just launch an open file GUI and plot waveform data:
[file_name, path_name, filter_index] = uigetfile('*.wfm');
[y, nfo] = readRigolWaveform([path_name,'\',file_name]);
plot(nfo.x0+[0:nfo.dx:(size(y,1)-1)*nfo.dx],y);
I can't try this (haven't got any Rigol wfm files), but should work.