We will discuss about the audio tag in this post.
This tag is available in HTML 5.
You can play an audio file right in browser, and you can do that without using flash.
A note that I did not find anywhere is that not all browsers support mp3 files and not all browsers support wav files. This is why you need to have both mp3 and wav files.
So a cross browser solution - that will work on IE, Chrome, Firefox and Safari will be something like this: