If you want to force the browser to save the file rather than just display it in the browser you need to link to a script that initiates the download, rather than to the file itself.
You could do this using JavaScript or PHP or on the server side, depending on your level of coding knowledge and requirements. Run a search on Google for "script to initiate download" and I think you will find a good number of tutorials for this.
Alternatively you could link to a .zip (as opposed to an audio file) which browsers will automatically download rather than open/play.
Hope this answers your query.