I don't know.....the file will have to play in one or other of the media players
on the market.....when clicked...that is the nature of how the web works.
You can play background music with the bgsound attribute in the <body> tag but
this is apparently not what you want.
However if you just want to download the file, then you need to place it in a zip
file (compression tool such as Winzip is needed) then link to the zip file, which
will prompt with the download dialogue box and the user can proceed to download
the zip file containing the media file. The user then extracts the file from the
Zip file and plays it at their leisure.
To answer your specific question, no you can't play music without the default
media player opening and loading the file then playing it, unless you use one of
the alternative suggestions above.