I think... what you'd want is a motion sensor that can switch on another device, then plug your MP3 player into that. It would be the cheapest option. The only google options for what you want involve either that, or some sort of custom device build. I'm afraid an off-the-shelf MP3 player device you want either doesn't exist, or is very hard to find. Granted, there are going to be some downsides- you'd probably only want one song on the device.
I'm almost thinking it'd be best to have just a set of speakers hooked up to the sensor, while an MP3 player plays on constant loop. But if you want to play a specific sound then you may need another device.