audio player 2.0

does anyone know the ins and outs if audio player, I have the plug-in installed and activated, I have my music track downloaded to the server in the audio file, the plug-in recognizes the audio file and I can get the title to show up on my page but no player, when I click on the title a popup menu asks if I want to save the file to my pc or open with realplayer which I have recently deleted, should there not be a player on my page? any and all help will be greatly appreciated…William