VLC Media Player is the recommended player
If the files are being downloaded, instead of being automatically played, here are the steps to rectify this. Pretty similar in most common browsers.
Firefox
This is what I see when I click on the green triangle button on the left hand side (Image 1)
Then, I RIGHT-click on the playlist file (Image 2)
Click on Always open similar files so that it will place a check mark next to it
You need to do this only once, the very first time.
You can also use RealPlayer to play these files though it is totally outdated.
Now if you might be using another browser or have any other problems, please contact me.You can also email me at: musicollector at gmail dot com