That's quite likely, I did let you have scripting privileges though... and I'm sure I've played mp3s directly from sites in the past - but I've not done that recently (Firefox3 these days, and it's fairly locked down unless I relax security - which I don't usually do).
What plugin(s) would you recommend?
None. Browser plugins are an anathema :roflmao:
Seriously, try right click and "save as", the icons are direct links to the files anyway.
Totem media player's browser plugin works for me: