I'm not a programmer, SAH, but my understanding is that it's a file which contains instructions for a java programme or applet. It's certainly not a music file. Get your friend to resend it or ask how he/she made it. Do a virus check as well, just in case.
Java class will support sound files, if your browser supports java there is a button half way down the artical to prove it click here, if the button is not there, then your browser does not support java.