Media Nation is built with the endlessly customizable WordPress.org. Yet I find that the more limited WordPress.com makes certain key tools more readily available.
A few days ago I posted an item about the New Haven Independent’s fifth-birthday party that included an audio clip of founder and editor Paul Bass. When you click, it takes you away from the post and to a blank page. Yucko.
In WordPress.com, there is a simple command that embeds an audio player on your page. For instance, take a look at the Sermons page of our church’s website, which I maintain using WordPress.com. All it takes is a simple line of code that looks like this: http://URL. For URL, of course, you substitute the actual URL of the MP3 file.
I’m thinking that if I could just find the right plug-in, I’d have the same capability in WordPress.org. Anyone know what it is?
Media Nation 
http://wpaudio.com/
It works perfectly. Visitors can either stream or download the audio file. You can see it in action at my site. (Full disclosure: I have no affiliation with the plug-in.)
I’ve had good luck with pickle player. http://www.podcastpickle.com/FreePlayer.php
I second wpaudio. I’ve inserted audio clips from interviews, dispersed throughout written copy, like using SOT for radio journalism, only not very well.
The audio item you posted previously about the New Haven Independent played just fine for me within Google Reader running in Firefox. It also plays just fine when I click on a “popout” mini-window. I’m not sure what problem you’re pointing to…
@Michael: Yes, it plays. Not very attractive compared to what I can do in WP.com, that’s all.