Why does an audio clip automatically play, when I have it 'unchecked' for it not to play automatically?

This concerns our Firehouse Moustache Wax site. I have it unchecked for audio not to play on our home page (so the customers can choose to hear the audio or not), but it plays automatically when in Firefox. When using IE it doesn't play automatically. Not sure about Google as I only use Firefox or Explorer on my laptop. Is there a way to correct this, or why does it automatically play in one browser and not the other?

Also, we just had a customer tell us that the audio clip we have on our 'Photo Gallery' pages actually downloaded to his computer. It's just an audio clip of someone saying 'Wow!' and we have it checked to play automatically. Why would it download the file to his computer? How can we change this? Thanks!