I've wanted to add sound previews and did look into this extensively, but all sounds are encoded in .ogg format and as far as I know, flash doesn't support that.
I considered converting them to wav to store for previews but this just results in double the storage space used, and a lot more processor time being taken up.
I've heard flash is going to integrate ogg eventually but until flash players are available for the ogg format I won't be looking to get previews working for it. It's a relatively simple task to get in-game ones working but I don't want to spend the time doing that unless we can have similar functionality in the online listings.