Multimedia content like audio doesn't work the same on all systems or even in different browsers on the same system.
As far as IE goes, you are at the mercy of three different factors, two of which collide to cause the current situation, there are various ways around these though, but one of the factors requires javascript to overcome. If you are opposed to javascript though, you might be able to live with the inconvenience of the one thing to solve your other problem. Here's what's happening:
1) IE automatically opens Media Player for a link of this type (one to an mp3 file), regardless of whether the link is set to any target. As a result, if you set the target to blank, which would avoid your problem, you get an extra blank window that you don't want, plus media player, along with keeping the launch page - messy, but the animation is still working.
2) If you set the target to self (which is the same as no target), when the link is clicked, IE thinks it is time to start unloading the page. As a part of this process, it stops gif animations. Now you still get Media Player opening, no extra blank window (good), but the animation stops.
3) You could embed your mp3 on either the audios.html page or on a separate page, but now, there will be no access to the controls in IE without one of the following:
a) Click to activate - the user must first click on the embedded player before being able to use the controls.
b) Some javascript - for the majority of users who do have javascript enable, a fairly simple javascript can overcome the need for 'click to activate'.
I would recommend embedding the audio on the audios page, and using javascript to avoid 'click to activate' for as many users as possible. This has the added advantage of being compatible with other browsers, as would opening a new page with the embed on it. Any of the other methods would result in other browsers reacting differently than IE.
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