Well, lol, most audio files have mp3 as their extension. So you should know if it's an audio/video file before you complete dwnlding it. Either that or you don't have the right codecs to play it. QCD will play everthing audio & is free:
http://www.quinnware.com/ If you want to search audio then either select an Audio or general search. Actually I think I know what your issue might have been. Some stray video files showed up in your search results, so if they have a video icon don't dwnld them unless you want them. Stay clear of wmv files that are under 100 MB as a general rule. Otherewise they're probably spam.