To open the audio instead of downloading a file, what you do is open them from the browser using the player that is installed by default on your device. If this applies to you, it would solve the problem.
In the Internet browser Explorer and Firefox you do not have to configure anything. For Chrome on the other hand, you must change the download configuration as follows:
By clicking on one of the links, it will download the file. In the downloads bar, push the arrow and select - "Always open files of this type".
This way the next time you click on a link, the file will play instead of download.
To make make the browser settings back to default (file will download instead of play instantly) follow the instructions down below:
Go to "Settings"
Then scroll down entirely and press "Show advanced settings ..."
Finally in "Downloads" You press the button "Clear auto-opening settings."