If an icon appears that looks like a puzzle piece, you're missing a plug-in needed to hear the music.  Double click on that icon and you should be taken to a site where you can download a free plug-in.  (It will probably be the QuickTime plug-in.)  If you don't get a puzzle piece and don't have QuickTime but want to download it, click here.  

If you still are having problems, then try the following:  open QuickTime (with Windows click Start/All Programs/QuickTime) and click Edit, Preferences, and  QuickTime Preferences, and make sure the box at the top is set to "Browser plug-in".  Then click MIME Settings, put a check in both the Audio box and the MP3 box, then click Apply and then OK.  You may need to restart your computer for these new settings to take effect.  If you need to determine the speed of your connection to the Internet, click here.

If you have a Macintosh, you'll need software that can play an mp3 music file.  (Windows has it built in.)  For mp3 software you can download, click here.  Select one of the "freeware" (not shareware) ones.  

Unfortunately, if you have anything other than Windows as your operating systems and Internet Explorer as your browser, the sound may not work in any case.