Sound Is a Wave (it needs a medium) Transverse vs. Longitudinal Waves medium http://dictionary.reference.com/search?q=medium
A sound wave is a longitudinal wave
Water is a transverse wave
Transverse Wave and Longitudinal Waves
http://www.phy.ntnu.edu.tw/java/waveType/waveType.html
Neither the molecules in the air or those in water actually move along with the wave. Air and water are simply a medium for the wave to pass through.