Go to Extensions->Plugin Manager, choose Type->MyMuse and configure the preview plugins for MyMuse.
Other choices are the flash players Dewplayer from Alsa Creations and Flowplayer from Flowplayer.org.
Dewplayer is very sensible, easy to use and free. They will create custom players for you for a price.
See an overview of html5 audio at http://www.w3schools.com/html/html5_audio.asp.
MyMuse HTML5 jPlayer
Plugin Help Screen.