Playing Audio files while staying on the website

I would like my viewers to be able to click on a picture and hear an audio clip, staying on the page.

At the moment I have uploaded a picture onto my webpage with an attached mp3 file – no problem. The problem is that when I view the page subsequently I am able to click on the picture and the audio plays BUT the screen changes. I am taken to a big blank black screen with a small audio bar in the middle. What I want is for the viewer to remain on the webpage (ie continue to look at the picture) AND hear the audio.

That is what I am trying to do. Can you help?