Hi,
I created a fiddle to demonstrate the issue and I was able to replicate it on diffrent machines with IE8 (other browsers seem to work as expected - autoplay the file every time you visit):
http://jsfiddle.net/FFyCY/
Sometime when you run this jsfiddle the audio plays and the "state" button will display "PLAYING".
But some other times it will NOT play and the state will be "undefined".
Even a click on the "play" is not able to start it.
The player seems to be created correctly in the dom.
Any ideas?
This seems to work for me. Maybe if you embed this on an actual page the issue might go away for you?