WordPress.org

1. Upload the plugin directory play-button to the wordpress plugin directory (usually /wp-content/plugins/)
2. 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:

[play-button:mysong.mp3]

Instead of mysong.mp3 place the path relative to your wordpress home URL.

Example:

[play-button:wp-content/uploads/2009/06/example.mp3]

More info at this plugin's homepage.