Can't download audio file from website and save as. . .

I have an audio file on my website and it plays, which is great. But when I right click or use Control-click for a mac, I don’t have the option to download it to a desktop or save as a file or open iTunes, etc. The only things I see when I right click are, Toggle fullscreen, stretching is uniform, About JW Player 5.0.753, Global Settings, About Adobe Flashplayer.

I have Tumblog Custom Settings and have added the audio file in the Audio URL field there.

When I put the audio url into the post itself then it doesn’t show the player thingy with the go and pause button. It just shows the link, which I don’t want. I want people to be able to click on the player and be able to download.

Thanks so much.