As you can see from our website examples... ASPNetAudio does work.
1) Are your MP3s uploaded properly and is teh path set to them correctly? The path is relative to the page which contains the ASPNetAudio Player
2) The Flash stub that plays the MP3s does have security restrictions... and upwards file browsing can be disalowed in some cases.... Are the MP3s in a folder beneath the calling aspx page
3) Is there a server issue here.
4) How big are these mp3s. Perhaps (if your not streaming them, even if you are!) they may just be too big to start quickly.
http://www.aspnetmedia.com