Embedded Windows Media Player

I've created a webpage in Frontpage and inserted a Windows Media Player via Insert ActiveX menu. I can modify the Filename parameter to an mp3 file.
But I want the page to have a list of three mp3 filenames and for the user to click on any one which will then play in the embedded player.
I tried creating a list of the files in a m3u text file but the player just plays them one after the other.
Could someone tell me what code I need to add so the clicked filenames will change the Filename parameter to another mp3 file?

I found a site where an example had it as a drop down menu but I can't work out how to change this to a list. If someone could guide me with a bit of code or something, I'd be very grateful.

Thanks