Along with 12 other languages used in Africa, including French & Arabic, this little phrasebook has a great little Wolof section. Lonely Planet is probably one of the best publishers of guidebooks and phrasebooks for travelers. Other Lonely Planet materials I would suggest are; French Phrasebook and/or Fast Talk Audio French, Healthy Travel Africa and the latest edition of The Gambia & Senegal Travel Guide. (They also publish separate travel guides for Africa, West Africa & just about every other region & country of Africa.)
This Wolof-English / English-Wolof dictionary & phrasebook by Nyima Kantorek and published by Hippocrene Books is the only somewhat comprehensive Wolof dictionary in mass publication that I have been able to find anywhere. The one flaw of this book is that they chose to create a new orthography instead of using the established CLAD orthography which makes many of the words appear foreign even to native speakers but once you get used to it this book becomes a valuable (or is that invaluable?) resource for many new words and phrases. Hippocrene also publishes an excellent Pulaar dictionary.