Your browser must be configured in such a way that a plugin handles .au files (Sun uLaw files). There are many plugins which support this audio format. Consult the read me that came with your browser to set up an audio plugin, or if you do not have an audio plugin, I recommend Apple's Quicktime.
* The smoothness of the looping for each sample mostly depends on RAM and your computers processor speed. Try allocating more RAM to your browser if they are not looping well.