If you look at alot of sites when you go to click away you seem to be clicking on a link at the site but you go to the other site, or get the download etc.
Your site could be just the same.
Here's a script I use:
<?
$path = '/www/virtual/mysite/htdocs/';
//add to the stats counter because I want to track click aways
require "{$path}stats/include/stats_main.inc";
$stats = new init(true, "{$path}stats/");
switch($id)
{
case 'nzpif':
$url = 'http://www.nzpif.org.nz/';
break;
case 'petition':
$url = 'http://www.apia.org.nz/img/ARCPetition.pdf';
break;
case 'aking':
$url = 'http://www.propertyinvestor.info/arc.php';
break;
}
if (isset($url)) header("Location: $url");
// don't include end, since we don't want to show page, we want to move to it
?>
Now, in your case the $url would be the name of the MP3. And since you will have alot the code which is passed in would probably relate to an id in your database which would hold the real file name.
Plus, at the beginning, where I add to my statistics package you check the session flag and if they've downloaded then $url would be your reject page.
I hope this gives you something to get started with. Post any code you need comments on.