Upload MP3's to a folder on your server. Configure the plugin. Add a widget to the sidebar. Voila, you have a playable list of MP3's in your sidebar.
Upload MP3's to a folder on your server. Tell the plugin where the folder is. Add the widget to your sidebar. Voila, you have a playable list of MP3's in your sidebar. Add and remove MP3's whenever you want.
Underscores in your file names will be replaced by spaces to make them read nicely. So "Artist_name-name_of_track.mp3" will display as "Artist name-name of track".