For this tutorial we're going to use the audioManager actionscript class from dhtmlnirvana to play all the sounds.
There are several ways you can do this, but this is probably the simplest.
What we are going to do is create a drop down box which is the song list. The data for the song list is got from an external XML file using an HTTP service.
When the user selects a new song from the dropdown box, the song that is currently playings stops and the new one begins. Our actionscript class knows which song to play using an internal array of songs.