It's all very well programmers pontificating about Target+"_blank" and saying don't use it. Do bear in mind it only reflects their prejudices and you should do what seems right.

Some browser plugin players will start the audio playing and the take you back to the calling page, others open a new, blank page and you have to use your browser back button to return to the calling page. If you do this before the file has finished playing, the playback will stop. Apple Quicktime does this - at least on the PC - and the player on my Acer Netbook does it. I find it intensely annoying, so using Target="_blank" sends such players to a new page and you can continue browsing while the file plays.

I have Firefox configured to open a new tab when you use the click mouse button which enables you to avoid this problem. It is also very useful when someone supplies a link to U-tube or similar as you can start the music playing then return to what you were doing.