Yaro's orange buttons are from a piece of software that is no longer available. There are some good solutions, though. If you are using wordpress, then I recommend using one of these two plugins:
WordPress › podPress « WordPress Plugins
1 Pixel Out » Audio Player Wordpress plugin
The first is better if you want to go the whole podcasting route w/iTunes integration and custom RSS feeds and everything. It is very feature rich.
The second is better if you just want an audio player that will play an mp3 file. You can also use a version of that plugin outside of wordpress if you want (there are instructions linked from the download page on how to do that.)