Webpage designers and programmers know how useful multimedia players are that take up little space and consume few resources. A good example of this is Flourish Player, a free player using XSPF playlist format to load MP3 files or other audio formats that support Flash.
The big difference between Flourish Player and other similar programs is that all the resources it uses are free (others, that use Adobe Flash IDE, you have to pay). So it is a player that you can upload to your website so visitors can listen to music for free, and it hardly consumes resources on your hard drive.