You can't just cat tune.wav > /dev/dsp
anymore (not without some tricks), and the way your attempting this sounds too low level - so choose a library.
You might have luck with the standard ones such as javax.sound (simple) and JMF (more features).
Or you could try a third party library such as Jogamp JOAL (feature rich), which you can use it with Windows and Linux (through native libraries).
EDIT: For MP3
Just noticed with Java 7's javafx you can do easily, see this answer
To roll your own with javax.sound: follow this tutorial on creating for SPI* to create an AudioFileReader handling MP3s. (Note the previous SPI link is javax.sound specific, but SPI is a general concept)
Alternatively JMF can handle mp3s with this, and you can lookup how to nest jars etc if you're determined to provide a single artifact.