Need help with linking Mp3 files.

So I was wondering if there was a way that I could have an image, and link a mp3 file to it so that when a user clicks on the image icon, it plays a little sound bite. I am aware that you can link a file to an image, but when a user clicks on the image it downloads the mp3 file to their computer. I don't want this to happen. I just want the user to be able to click the image, and a sound file plays. I don't want the user to be taken to an external website, so I want them to stay on my page. If anyone knows a way that I can do this please let me know!

Thanks.