How to protect website resource from downloading?

Like this .mp3,you can listen online:

http://d1.s.hjfile.cn/podcast/20100222/2010022290717093_217.mp3

But I don't want to allow downloading.

How to approach that?

Can a website download a file without permission?

Websites you visit can download and install software without your knowledge or approval. This is called a drive-by download. The objective is usually to install malware, which may: Record what you type and what sites you visit.

Anything that can be streamed can be downloaded. There is no reliable way to prevent this. Look at all the downloaders for YouTube and Hulu, despite their efforts to prevent them.

Could use a Flash audio player.

http://www.macloo.com/examples/audio_player/

It will just play the song but not let them save it. There's always means to bypass, but it's a good start.

You can't have your cake and eat it too. If your users can listen to it, they can capture it to a file. You can make it less convenient by using a streaming protocol but a determined user can still capture the audio stream and save it to a file.