Click on song once to play. An MP3 player such as Quicktime should automatically launch on either platform if it is loaded on the computer. Quicktime download for a PC.
On a Mac If you want to download the song, hold down the control key while clicking on song and choose the option "save link as".
On a PC If you do not have Quicktime try ...WinAmp? mp3Pro? Windows Media Player?
Quicktime Guide for Windows