Can't get a link in here to work properly, so go here: http://del.icio.us/help/playtagger
it's the link at the bottom that says PlayTagger.
Drag it to your bookmarks/toolbar, or right-click and create a bookmark to the link on that page.
Then, when you've got a page with a link to an MP3 on it, like this one, you just click your new toolbar bookmark thingy, and presto! it puts a little play button in front of the link that will play it witout any further ado. It just works.
If that makes no sense, leave me a comment.
Most useful thing I've found in awhile for people who browse sites with music on 'em.