Using PWM outputs for sound

I am using a dsPIC microcontroller to output sounds using 3-4 PWM outputs. I want to mix their outputs together before sending it to a jack socket as a line out. Do I still need a filter (or filters) if PWM rate is 39khz? The sounds themselves are 39khz wav data. Is it neccessary to buffer the pwm outputs before I send them to a (inverting/ ac coupled? ) mixer.

Any pointers/advice welcome. I know i could use a dspic chip with a DAC on but i havent looked at those yet.

You definitely need to filter the outputs. A lot of audio amplifiers will work beyond 39 kHz and you are likely to get all sorts of artefacts if you don't filter.