:)  I discovered the answer myself:

/tools/options/content viewers

 Add MP3 as a filetype in the content viewers and either let windows choose the player or browse for your prefered player program.  After this, if you open the attachment then double click on the MP3 attachment, it will play in the player.

When I receive an MP3 attachment I have to save it to a file then open explorer, find where I saved the file, then play it.  This is VERY annoying because I use Yahoo's phone service and voicemails are sent to me as an MP3 email attachment.  Jpg's and gifs are displayed in Pegasus.  Is there anything I can do to be able to simply click on the MP3 attachment and get it to play with my default MP3 player?

 Thanks

Usagi