Possibilities:
1. The volume is down
2. The browser does not have the proper plugin installed (separate from having the player)
3. The computer is overloaded to the point where it has no time to play the music.
4. The ISP you get internet access from banned that kind of music file due to RIAA threats.
5. The server your page is on banned serving that kind of music file due to RIAA threats.
6. The server does not have the means or bandwidth to play music.
7. You need to upgrade your server account with a higher fee to be allowed to serve music.
8. You do not have supervisor permission to use the player with the browser (if you are not the supervisor account).
9. You do not have enough browser cache allotted for the music file to fit.