I first read about Yahoo Media Player
a month or so back and I bookmarked it with the intention of using it
on my site. I don't know why I waited, I must have just been too busy
or absorbed in other things I was working on. I mean its a 2 minute job
to integrate it, you just add a script to your page or in my case to
the layout.master (ASP.NET Master Page) file in my mojoPortal skin like this:
<script type="text/javascript" src="http://mediaplayer.yahoo.com/js"></script>
and thats all there is to it. Any page that has links to mp3 files now autmatically have little play buttons next to them.

Click the image above or visit this link to see it on my site: http://www.joeaudette.com/therealitysaladband.aspx
If you click a play button the player comes up at the bottom of the
screen and has a playlist of all the mp3s linked on the page.

Pretty cool and so easy a caveman could do it.