Normally to get the correct CCITT format, one has to use Windows Sound Recorder. However, as brought out at http://forum.epygi.com/showthread.php?2444-CCITT-A-Law-conert-with-Linux, it can easily be done with the Linux command line.
Therefore (using Linux only):
1. I recorded with Audacity.
2. Exported the Audacity project to .wav
3. Converted the file with sox input.wav -A -c 1 -r 8000 output.wav
!Update: sox input.wav -e a-law -c 1 -r 8000 output.wav
It is interesting to note, that converting the .wav with MS Sound Recorder produced distortion, whereas the conversion with SOX was crystal clear.
A470 audio file format: CCITT, A-Law, 8kHz, 8bit, mono.