Internet sound files

I have one practical question.
How to control Internet sound files automatically?
I mean - how to put a link, clicking which I can begin from a certain part of a sound file?
(This question is essential to the teachers who teach through Internet using sound-archives).

If you have only a slightest idea, please, give it here.

Hmm. It depends. Do you mean a streaming media file, like in Realplayer, or do you mean a wave or mp3?