It's not polite to start playing audio or a movie without telling people that
a relatively large download is
coming and identifying
any plug-in needed to view it.
Sometimes it even makes sense to leave the old-fashioned
blue border around an image to hint that it's a link.
(In this case, a link to 300 kilobytes of a blurry mandolin player adjusting
a cheap Web cam and noticing there's no microphone, but demonstrating how he saved money on haircuts in grad school.)