This is an endemic problem with OS 9 & earlier. I had this problem with OS 8.5 on a G3. See: Limewire (MAC 9.1) all downloads are in document format. cant open??
There's a few solutions: one is to use the File Exchange control panel, another is to use a file utility to correct the files' identities, another is to make sure the file name is legal within OS 8/9. Using QuickTime as your principle player is not a good idea! QT has limited abilities with mp3's. If it's mp3's u want to play, get a dedicated mp3 player. I would highly recommend Audion 2.6.2 for os 8.6. It has codecs that even iTunes doesn't have. mp3 Rage is another good one.
The quick temp solution to your problem is to drag & drop the file onto the appropriate app that would normally open it. Just make sure it's compatible. (QT cannot play all movies.) Check your QT Prefs & make sure you have all your Plug-in & MIME settings ticked for the widest possible compatibility. See playing video with avi on mac
for how to do this.