Don't leave site when playing via download/media player

On clicking on the play link, when a player is not used, the web site page listing the audio node is left behind and an empty page is displayed (downloading the file to be handled by a media player). Some workaround should be found to allow the browser to continue displaying the web site page. (While it's not a 'click-away' per se, it does leave your readers disadvantaged re further browsing your site.)

Could a new window / frame be used to house the download?