There are a number of applications for both Windows and Mac platforms which are capable of playing MP3s. The following are just examples of applications you can use to play them. In many cases clicking on an mp3 will automatically open and play it with the default application.

Windows

Windows Media Player is bundled with most Windows operating systems.

Starting Media Player

Windows 95,98,ME,2000: Start->Programs->Accessories->Entertainment->Windows Media Player

Windows XP: Start->More Programs->Windows Media Player

Mac

Quicktime is bundled with Mac OS X

Starting Quicktime Player

Go Menu->Applications->Quicktime