Audio files are saved in ogg format as preferred by Media Wiki. They should play fine with mozilla firefox, google chrome and opera browsers. For Internet Explorer, you may have to install a codec for ogg files a follows:
- close all instances of Windows Media Player
- download codec (directshow filters) from xiph.org or vorbis.com, its about 2.5 megabyte
- install the codec
- Associate .ogg files with your favourite player, for example
- Open Windows Media Player
- Click Tools - Options - File Types
- Find and select the ogg file types here
- Download an .ogg file (eg from here) and check you can hear it when you double click the file
- Close all instances of Internet Explorer and reopen.
- When you click on the Play button, an error message should appear asking if you trust the Activex control - say yes
- If it is still not working, click on the "More" under the image, and select whichever player appears in the list
However, my experience with this in Internet Explorer is not great :( Best to try a better browser.
See Wikimedia Commons Help for more advice