How to download an audio file from a web site? Is there a way to download an audio file, such as a mp3-file from the Android browser to the device so I could listen to it later when I'm offline? Is there a way I should program the web site to make this possible?

I'm not looking for an additional app to help me achieve this.
in your android browser long click on MP3 file link or any audio link and click on Save Link. It will be downloaded to your phone and it will be stored in download folder in your sdcard. 

Hope it will help you.