Embedded player

Hi. I have been wanting to do something on my site for some time and was recently told that it could be accomplished. I started a daily devotion on our church website a few weeks ago, so I changed all of my files to .php and began using a MySQL database. I have a sermons page (www.mzbc.com/sermons.php) with a table with links to .wma sermons. When clicked in Firefox, it prompts to download. What I want is to be able to embed a player that will stay on that page and play all of the files in the table. I have found a player like this at http://musicplayer.sourceforge.net/. There is also a Windows Media style player that will do the same thing. The problem is I either have to create each individual sermon with an embedded player in a new page, or create a playlist. I will eventually have way to many sermons to use a playlist. I am sure there must be some way to tell each file in the table to open in that player, but I am not familiar yet with programming yet. I have php for dummies which I started reading, but I am not sure it will do what I want. Thanks so much, Jedidiah