Does this still work? The jplayer.org website seems down, so none of the sample files work anymore, and I can't get it to play any other mp3 file either.
Although the component has not been updated for more than 2 years, but it should work. It's purely based on jQuery HTML5 Audio / Video Library.
Are you getting any error on the component? Maybe it's trying to load jQuery libs from their site, replace it from jQuery CDN.