Play-button plugin lets you place one or more simple mp3 play buttons to your posts, pages or widget contents.
Upload the plugin directory play-button to the wordpress plugin directory (usually /wp-content/plugins/)
Activate the plugin through the ‘Plugins’ menu in your WordPress administration page
To add a mp3 play button to your post, page or widget contents simply write the following code:
Instead of mysong.mp3 place the path relative to your wordpress home URL.
It can be downloaded from here.